Imkeller, Peter; Pontier, Monique; Weisz, Ferenc - In: Stochastic Processes and their Applications 92 (2001) 1, pp. 103-130
We consider financial market models based on Wiener space with two agents on different information levels: a regular agent whose information is contained in the natural filtration of the Wiener process W, and an insider who possesses some extra information from the beginning of the trading...