Informed traders
暂无分享,去创建一个
Dorje C. Brody | Lane P. Hughston | Mark H. A. Davis | Mark H. A. Davis | Robyn L. Friedman | D. Brody | L. Hughston | R. L. Friedman
[1] D. Brody,et al. Dam rain and cumulative gain , 2007, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.
[2] P. Protter. Stochastic integration and differential equations : a new approach , 1990 .
[3] K. Back,et al. Imperfect Competition among Informed Traders , 2000 .
[4] Arturo Kohatsu-Higa,et al. Additional utility of insiders with imperfect dynamical information , 2003, Finance Stochastics.
[5] Emilio Barucci,et al. Insider trading in continuous time , 2006 .
[6] Luciano Campi,et al. Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling , 2007, Finance Stochastics.
[7] B. Øksendal,et al. MINIMAL VARIANCE HEDGING FOR INSIDER TRADING , 2006 .
[8] A. Kyle. Continuous Auctions and Insider Trading , 1985 .
[9] R. Pieters,et al. Working Paper , 1994 .
[10] T. Duncan. ON THE CALCULATION OF MUTUAL INFORMATION , 1970 .
[11] David Nualart,et al. An Anticipating Calculus Approach to the Utility Maximization of an Insider , 2003 .
[12] M. Yor,et al. Probing Option Prices for Information , 2007 .
[13] M. Yor,et al. Canonical decomposition of linear transformations of two independent Brownian motions , 1998 .
[14] W. Beckner. Inequalities in Fourier analysis , 1975 .
[15] Thomas M. Cover,et al. Elements of Information Theory , 2005 .
[16] Andrea Macrina,et al. Beyond Hazard Rates: A New Framework for Credit-Risk Modelling , 2007 .
[17] A. Macrina. An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications , 2008, 0807.2124.
[18] T. Kailath. The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures , 1971 .
[19] Andrea Macrina,et al. Information-Based Asset Pricing , 2007, 0704.1976.
[20] H. Nejat Seyhun,et al. The Information Content of Aggregate Insider Trading , 1988 .
[21] L. Hughston,et al. Information, Inflation, and Interest , 2007, 0710.2876.
[22] Steffen Dereich,et al. The shannon information of filtrations and the additional logarithmic utility of insiders , 2006 .
[23] Mark H. A. Davis. Detection, Mutual Information and Feedback Encoding: Applications of Stochastic Calculus , 1978 .
[24] B. Øksendal,et al. A General Stochastic Calculus Approach to Insider Trading , 2005 .
[25] F. H. Adler. Cybernetics, or Control and Communication in the Animal and the Machine. , 1949 .
[26] M. Rutkowski,et al. AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS , 2007 .
[27] ching-tang wu,et al. Canonical decomposition of linear transformations of two independent Brownian motions motivated by m , 1999 .
[28] P. Imkeller,et al. Additional logarithmic utility of an insider , 1998 .
[29] Sang Joon Kim,et al. A Mathematical Theory of Communication , 2006 .