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The Value of Insight - MaRDI portal

The Value of Insight (Q3387920)

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scientific article
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The Value of Insight
scientific article

    Statements

    title
    The Value of Insight (English)
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    author
    L. C. G. Rogers
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    Philip A. Ernst
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    publication date
    8 January 2021
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    zbMATH Keywords
    Hamilton-Jacobi-Bellman equation
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    insider trading
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    jump diffusion
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    Identifiers

    zbMATH DE Number
    7291313
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    OpenAlex ID
    W3035142430
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