Mathematical Modeling of Insider Trading
In this thesis, we study insider trading and consider a financial market and an enlarged financial market whose sets of information are respectively represented by the filtrations F and G. The filtration G is obtained by initially expanding the filtration F. We also consider that we have a finite tr...
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| Language: | English |
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2014
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| Online Access: | https://doi.org/10.7916/D89W0D33 |