Ankirchner, Stefan; Dereich, Steffen; Imkeller, Peter - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005
represented by an enlargement of the other agents’ filtration. The expected logarithmic utility increment, i.e. the difference of … the insider’s and the less informed trader’s expected logarithmic utility is described in terms of the information drift …