Anticipative information in a Brownian-Poisson market (Q6549632)
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scientific article; zbMATH DE number 7859374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipative information in a Brownian-Poisson market |
scientific article; zbMATH DE number 7859374 |
Statements
Anticipative information in a Brownian-Poisson market (English)
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4 June 2024
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optimal portfolio
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Malliavin calculus
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Clark-Ocone formula
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insider information
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value of the information
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