Browsing Norges Handelshøyskole by Subject "wick product"
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A general stochastic calculus approach to insider trading
(Discussion paper, Working paper, 2002-12)The purpose of this paper is to present a general stochastic calculus approach to insider trading. In a market driven by a standard Brownian motion B(t) on a filtered probability space (Ω, F, {F}t>0, P), by an insider we ...