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Insider trading in a continuous time market model
Grorud, Axel, (1998)
Risky asset pricing with insider trading in a continuous time model
Kobayashi, Takeshi, (1995)
Insiderhandel und Optionspreisspannen
Behr, Matina L., (2000)
An equilibrium model of insider trading in continuous time
Monte, Roberto, (2009)
The minimal k-entropy martingale measure
Trivellato, Barbara, (2012)
Replication and shortfall risk in a binomial model with transaction costs
Trivellato, Barbara, (2009)