Continuous-Time Insider Trading with Risk-Neutral Insider under Imperfect Observation
A model of insider trading in continuous time in which a risk-neutral insider possesses long-lived imperfect information on a risk asset is studied. By conditional expectation theory and filtering theory, we turn it into a model with insider knowing complete information about the asset with a revise...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Hindawi-Wiley
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/f69c36fb313c41f4817f1ca9c2de9360 |
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