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- W2076948939 abstract "This paper uses the enlargement of Brownian filtrations and a probability change for modelling the observation of a financial market by an insider trader. A characterization of admissible strategies and a criterion for optimization are given. Then a statistical test is proposed to test whether or not the trader is an insider." @default.
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- W2076948939 date "1998-07-01" @default.
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- W2076948939 title "Insider Trading in a Continuous Time Market Model" @default.
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- W2076948939 doi "https://doi.org/10.1142/s0219024998000199" @default.
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