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Logarithmic utility maximization for insiders in progressively enlarged filtrations - MaRDI portal

Logarithmic utility maximization for insiders in progressively enlarged filtrations (Q5064145)

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scientific article; zbMATH DE number 7494844
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English
Logarithmic utility maximization for insiders in progressively enlarged filtrations
scientific article; zbMATH DE number 7494844

    Statements

    title
    Logarithmic utility maximization for insiders in progressively enlarged filtrations (English)
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    author
    Biao Li
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    Jun Deng
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    publication date
    21 March 2022
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    zbMATH Keywords
    log-utility maximization
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    enlargement of filtration
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    insider trading
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    Identifiers

    DOI
    10.1360/SCM-2018-0558
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    zbMATH DE Number
    7494844
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