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Viable insider markets - MaRDI portal

Viable insider markets (Q5087037)

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scientific article; zbMATH DE number 7554648
Language Label Description Also known as
English
Viable insider markets
scientific article; zbMATH DE number 7554648

    Statements

    title
    Viable insider markets (English)
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    author
    Olfa Draouil
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    Bernt Øksendal
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    published in
    Stochastics
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    publication date
    8 July 2022
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    zbMATH Keywords
    stochastic differential equation
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    viable financial market
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    logarithmic utility
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    inside information
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    Donsker delta functional
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    Hida-Malliavin calculus
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    forward integrals
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    optimal insider control
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    cites work
    Q4255370
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    Q3504634
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    Q5563135
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    Q5429938
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    Q3397483
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    Q3684922
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    Q4162235
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H40
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    60J65
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    91B55
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    91B70
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    91G80
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    93E20
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    zbMATH DE Number
    7554648
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    OpenAlex ID
    W2963558298
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    arXiv ID
    1801.03720
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    Wikidata QID
    Q127888205
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