Browsing Recerca: working papers, informes, etc. by Author "Imkeller, Peter"

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Browsing Recerca: working papers, informes, etc. by Author "Imkeller, Peter"

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  • Corcuera, José Mª; Imkeller, Peter; Kohatsu, Arturo; Nualart, David (2003)
    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 trader. Our financial ...

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