Insider information and its relation with the arbitrage condition and the utility maximization problem-Reference-Cited by-同舟云学术

Insider information and its relation with the arbitrage condition and the utility maximization problem

Published:2020 Issue:2 Volume:17 Page:998-1019
ISSN:1551-0018
Container-title:Mathematical Biosciences and Engineering
language:en
Short-container-title:

Author:

D'Auria Bernardo, ,Antonio Salmerón José

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Computational Mathematics,General Agricultural and Biological Sciences,Modelling and Simulation,General Medicine

Reference4 articles.

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3. H. Föllmer and P. Imkeller, Anticipation cancelled by a girsanov

4. xamples and application to financ;F. Baudoin, Conditioned stochastic differential equations: Theory;Stochastic Process. Appl.

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