Finite utility on financial markets with asymmetric information and structure properties of the price dynamics

Ankirchner, Stefan; Imkeller, Peter

doi:10.1016/j.anihpb.2004.03.008

Ankirchner, Stefan ; Imkeller, Peter

Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 479-503.

MR Zbl

DOI : 10.1016/j.anihpb.2004.03.008

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     author = {Ankirchner, Stefan and Imkeller, Peter},
     title = {Finite utility on financial markets with asymmetric information and structure properties of the price dynamics},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {479--503},
     publisher = {Elsevier},
     volume = {41},
     number = {3},
     year = {2005},
     doi = {10.1016/j.anihpb.2004.03.008},
     mrnumber = {2139030},
     zbl = {02191864},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.anihpb.2004.03.008/}
}

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Ankirchner, Stefan; Imkeller, Peter. Finite utility on financial markets with asymmetric information and structure properties of the price dynamics. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 479-503. doi : 10.1016/j.anihpb.2004.03.008. http://www.numdam.org/articles/10.1016/j.anihpb.2004.03.008/

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