The value of informational arbitrage
Huy N. Chau, Andrea Cosso, Claudio Fontana
| Year of publication: |
2020
|
|---|---|
| Authors: | Chau, Huy N. ; Cosso, Andrea ; Fontana, Claudio |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 2, p. 277-307
|
| Subject: | Value of information | Enlargement of filtration | Arbitrage | Indifference price | Martingale representation | Informationswert | Information value | Martingal | Martingale | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-020-00418-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253351