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A White Noise Approach to Insider Trading - MaRDI portal

A White Noise Approach to Insider Trading

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Publication:6173280

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DOI10.1142/9789813220942_0006arXiv1508.06376OpenAlexW1907921421MaRDI QIDQ6173280

Bernt Øksendal, Elin Engen Røse

Publication date: 21 July 2023

Published in: Let Us Use White Noise (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.06376

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Portfolio theory (91G10)

Related Items (3)

Short Communication: Chances for the Honest in Honest versus Insider Trading ⋮ Viable insider markets ⋮ Space-Time Stochastic Calculus and White Noise

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