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The insider trading problem in a jump-binomial model

Hélène Halconruy
Year of publication:
2023
Authors: Halconruy, Hélène
Published in:
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 46.2023, 2, p. 379-413
Subject: Enlargement of filtrations | Insider trading | Malliavin’s calculus | Trinomial model | Utility maximization | Insiderhandel | Theorie | Theory
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