Browsing Departament d'Economia i Empresa by Author "Imkeller, Peter"

Welcome to the UPF Digital Repository

Browsing Departament d'Economia i Empresa by Author "Imkeller, Peter"

Sort by: Order: Results:

  • 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 ...

Search


Advanced Search

Browse

My Account