A Large Trader-Insider Model

DOI10.1142/9789812774637_0003zbMath1186.91196OpenAlexW2130766993MaRDI QIDQ5487017

Agnès Sulem, Arturo Kohatsu-Higa

Publication date: 18 September 2006

Published in: Stochastic Processes and Applications to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812774637_0003

zbMATH Keywords

information asymmetryanticipating calculuslarge traders

Mathematics Subject Classification ID

Portfolio theory (91G10)

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