Additional Utility of Insiders with Imperfect Dynamical Information (2003)
Corcuera, José Mª, Imkeller, Peter, Kohatsu-Higa, Arturo, Nualart, David
In this paper we consider an insider with privileged information that is affected by an independent noise vanishing as the revelation time approaches. At this time, information is available to every...
Additional Utility of Insiders with Imperfect Dynamical Information
José Mª Corcuera, Peter Imkeller, Arturo Kohatsu, David Nualart
In this paper we consider an insider with privileged information that is affected by an independent noise vanishing as the revelation time approaches. At this time, information is available to every...