Additional utility of insiders with imperfect dynamical information

All of RECERCAT

To access the full text documents, please follow this link: http://hdl.handle.net/10230/406

dc.contributor	Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.contributor.author	Corcuera, José Mª
dc.contributor.author	Imkeller, Peter
dc.contributor.author	Kohatsu, Arturo
dc.contributor.author	Nualart, David
dc.date	2003-04-01
dc.identifier.citation	https://econ-papers.upf.edu/ca/paper.php?id=675
dc.identifier.citation	Finance and Stochastics, Volume 8, Number 3, August 2004, pp. 437-450
dc.identifier.uri	http://hdl.handle.net/10230/406
dc.format	application/pdf
dc.language.iso	eng
dc.relation	Economics and Business Working Papers Series; 675
dc.rights	L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.rights	info:eu-repo/semantics/openAccess
dc.rights	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject	Statistics, Econometrics and Quantitative Methods
dc.subject	insider trading
dc.subject	enlargement of filtrations
dc.subject	malliavin's calculus
dc.subject	utility maximization
dc.subject	arbitrage
dc.title	Additional utility of insiders with imperfect dynamical information
dc.type	info:eu-repo/semantics/workingPaper