A note on Insider information and its relation with the arbitrage condition and the utility maximization problem Articles
Overview
published in
publication date
- February 2023
start page
- 8305
end page
- 8307
issue
- 5
volume
- 20
Digital Object Identifier (DOI)
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
Classification
subjects
- Mathematics
- Statistics
keywords
- optimal portfolio; enlargement of filtration; arbitrage; no free lunch vanishing risk