A note on Insider information and its relation with the arbitrage condition and the utility maximization problem Articles uri icon

authors

  • D AURIA, BERNARDO
  • SALMERON GARRIDO, JOSE ANTONIO

publication date

  • February 2023

start page

  • 8305

end page

  • 8307

issue

  • 5

volume

  • 20

International Standard Serial Number (ISSN)

  • 1547-1063

Electronic International Standard Serial Number (EISSN)

  • 1551-0018

abstract

  • Correction of: Mathematical Biosciences and Engineering 17: 998-1019

subjects

  • Mathematics
  • Statistics

keywords

  • optimal portfolio; enlargement of filtration; arbitrage; no free lunch vanishing risk