Malliavin's calculus in insider models : additional utility and free lunches

Peter Imkeller. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät

Year of publication:	2002
Authors:	Imkeller, Peter
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Malliavin \| Insiderhandel \| Insider trading \| Marktmikrostruktur \| Market microstructure \| Börsenkurs \| Share price \| Stochastischer Prozess \| Stochastic process \| Informationswert \| Information value \| Nutzen \| Utility \| Theorie \| Theory \| Martingal \| Martingale

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