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Anticipative information in a Brownian−Poisson market
The anticipative information refers to some information about future events that may be disclosed in advance. This information may regard, for example, financial assets and their future trends. In our paper, we assume the existence of some anticipative information in a market whose risky asset dynam...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9702926/ https://www.ncbi.nlm.nih.gov/pubmed/36467002 http://dx.doi.org/10.1007/s10479-022-05060-0 |