Arbitrage and utility maximization in market models with an insider (Q1670397)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage and utility maximization in market models with an insider |
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Arbitrage and utility maximization in market models with an insider (English)
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5 September 2018
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initial enlargement of filtration
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optimal arbitrage
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no unbounded profits with bounded risk
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incomplete markets
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hedging
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utility maximization
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