The insider trading problem in a jump-binomial model

DOI10.1007/s10203-023-00412-2OpenAlexW4386590280MaRDI QIDQ6067797

Hélène Halconruy

Publication date: 17 November 2023

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-023-00412-2

zbMATH Keywords

utility maximizationinsider tradingMalliavin's calculusenlargement of filtrationstrinomial model

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Financial markets (91G15)

Cites Work

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