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Additional utility of insiders with imperfect dynamical information · Study

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ArticleAdditional utility of insiders with imperfect dynamical information

José Manuel Corcuera2004

Article2004

Additional utility of insiders with imperfect dynamical information

José Manuel Corcuera · Peter Imkeller · David Nualart · Arturo Kohatsu‐Higa

69 citations·0/0 files stored·Finance and Stochastics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 69 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 2005Stochastic Integration and Differential Equations 1992Insider Trading in Continuous Time 1996Anticipative portfolio optimization 1985Grossissement initial, hypothese (H′) et theoreme de Girsanov 1998Additional logarithmic utility of an insider 1998Insider Trading in a Continuous Time Market Model 2001Free lunch and arbitrage possibilities in a financial market model with an insider

Cited by

2006UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET 2005Finite utility on financial markets with asymmetric information and structure properties of the price dynamics☆2006MINIMAL VARIANCE HEDGING FOR INSIDER TRADING 2003Modeling Anticipations on Financial Markets 2008Informed traders 2008Intensity process and compensator: A new filtration expansion approach and the Jeulin–Yor theorem 2010Optimal investment with inside information and parameter uncertainty

Details

Year2004

Typearticle

Published2004-04-28

VenueFinance and Stochastics

ISSN-L0949-2984

Languageen

Citations69

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s00780-003-0119-y

openalex_workW3122865301

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