A General Stochastic Calculus Approach to Insider Trading

By Francesca Biagini, Bernt Øksendal. 2005

133 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/cddde26dab27ddc62930ecb79f6766482355f8cd

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In Finance

1. Stefan Ankirchner
2. Peter Imkeller
3. Lukasz Delong
4. P. Briand
5. Romuald Elie
6. Adrien Richou
7. Massimiliano Gubinelli

Citations in the corpus

• Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (2005, methodology): “So, to find a natural answer to the problem discussed in [10] in a general and natural framework, we have to complete the study of the relationships between (NFLVR) and the semimartingale property by linking both of these properties to a third one: finiteness of expected maximal utility.”