Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Logarithmic utility maximization for insiders in progressively enlarged filtrations - MaRDI portal

Logarithmic utility maximization for insiders in progressively enlarged filtrations

From MaRDI portal

Publication:5064145

Jump to:navigation, search

DOI10.1360/SCM-2018-0558zbMath1499.91128MaRDI QIDQ5064145

Jun Deng, Biao Li

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

enlargement of filtration insider trading log-utility maximization

Mathematics Subject Classification ID

Utility theory (91B16) Financial markets (91G15)

This page was built for publication: Logarithmic utility maximization for insiders in progressively enlarged filtrations

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5064145&oldid=19557834"