DOI10.1360/SCM-2018-0558zbMath1499.91128MaRDI QIDQ5064145
Biao Li, Jun Deng
Publication date: 21 March 2022 Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)
zbMATH Keywords
enlargement of filtration; insider trading; log-utility maximization
Mathematics Subject Classification ID
91B16: Utility theory
91G15: Financial markets