A Large Trader-Insider Model

DOI10.1142/9789812774637_0003zbMATH Open1186.91196OpenAlexW2130766993MaRDI QIDQ5487017FDOQ5487017

Authors: Agnès Sulem, Arturo Kohatsu-Higa 

Publication date: 18 September 2006

Published in: Stochastic Processes and Applications to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812774637_0003

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zbMATH Keywords

information asymmetryanticipating calculuslarge traders

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (6)

• Models for Insider Trading with Finite Utility
• The insider-outsider model reexamined
• Title not available (Why is that?)
• Insider Trading in a Continuous Time Market Model
• Financial markets with a large trader
• A market model with medium/long-term effects due to an insider

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