Additional logarithmic utility of an insider
type: Item
instance of: scholarly article
title: Additional logarithmic utility of an insider
zbMATH Open document ID: 0934.91020
DOI: 10.1016/S0304-4149(98)00014-3
author: Jürgen Amendinger
author: P. Imkeller
author: Martin Schweizer
published in: Stochastic Processes and their Applications
publication date: 1999-11-18T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 94A17
zbMATH DE Number: 1364483
zbMATH Keywords: utility maximization
zbMATH Keywords: insider trading
zbMATH Keywords: initial enlargement of filtrations
zbMATH Keywords: relative entropy
zbMATH Keywords: entropy
zbMATH Keywords: security market
MaRDI profile type: Publication
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full work available at URL: s0304-4149(98)00014-3
OpenAlex ID: W2062433814
Wikidata QID: Q127203088
description: scientific article; zbMATH DE number 1364483