Insider trading equilibrium in a market with memory (Q1938986)
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scientific article; zbMATH DE number 6139071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Insider trading equilibrium in a market with memory |
scientific article; zbMATH DE number 6139071 |
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Insider trading equilibrium in a market with memory (English)
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26 February 2013
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insider trading
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memory
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fractional Brownian motion
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filtering problem
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optimal expected wealth
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