Free lunch and arbitrage possibilities in a financial market model with an insider

By Peter Imkeller, M. Pontier, Ferenc Weisz. 2001

78 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d59783a8f845e01e4f154b7c510afba56486d93a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Stefan Ankirchner
2. Peter Imkeller
3. Adrien Richou

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): “Situations of this type have been modelled for example by Karatzas, Pikovsky [25], Amendinger [1], Amendinger, Becherer and Schweizer [2], Grorud, Pontier [19], and [3], [20], [21], [22].”
• Random times at which insiders can have free lunches (2002, methodology): “[16] precising the local path behaviour of BES (3) processes and using Eq.”