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Models for Insider Trading with Finite Utility · Study

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ChapterModels for Insider Trading with Finite Utility

Arturo Kohatsu‐Higa2007

Chapter2007

Models for Insider Trading with Finite Utility

Arturo Kohatsu‐Higa

25 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1985Continuous Auctions and Insider Trading 2005Stochastic Integration and Differential Equations 1983Stochastic Differential Equations and Diffusion Processes 2006The Malliavin Calculus and Related Topics 1995The Malliavin Calculus and Related Topics 1992Insider Trading in Continuous Time 1993Forward, backward and symmetric stochastic integration 1996Anticipative portfolio optimization

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2015PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING

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2005Finite utility on financial markets with asymmetric information and structure properties of the price dynamics☆article · 15 shared references 2006MINIMAL VARIANCE HEDGING FOR INSIDER TRADINGarticle · 14 shared references 2003Modeling Anticipations on Financial Marketschapter · 11 shared references 2010Optimal investment with inside information and parameter uncertaintyarticle · 10 shared references 2015PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADINGarticle · 9 shared references 2001Free lunch and arbitrage possibilities in a financial market model with an insiderarticle · 8 shared references

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Year2007

Typechapter

Published2007-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-73327-0_3

openalex_workW2211713772

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