scientific article; zbMATH DE number 2058904

MaRDI QIDQ4455467zbMATHFDO

Authors Olena M. Soloveĭko, Svitlana V. Stotska

Publication date 16 March 2004

zbMATH Keywords

informed agent

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Incomplete markets with jumps and informed agents
• Insider models with finite utility in markets with jumps
• ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS
• Arbitrage and utility maximization in market models with an insider
• ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS

Cited in

(7)

• Insider models with finite utility in markets with jumps
• ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS
• The value of insight
• Model-independent pricing with insider information: a Skorokhod embedding approach
• The insider trading problem in a jump-binomial model
• ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
• Arbitrage and utility maximization in market models with an insider

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