Malliavin's calculus in insider models : additional utility and free lunches
Peter Imkeller
| Year of publication: |
2003
|
|---|---|
| Authors: | Imkeller, Peter |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 13.2003, 1, p. 153-169
|
| Subject: | Malliavin | Insiderhandel | Insider trading | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Informationswert | Information value | Nutzen | Utility | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001765669