Chinese Journal of Engineering Mathematics ›› 2023, Vol. 40 ›› Issue (3): 493-502.doi: 10.3969/j.issn.1005-3085.2023.03.012
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YANG Jianqi
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Abstract:
Key words: insider, expect utility, jump-diffusion model, information utility ratio
CLC Number:
O211.6
F830.9
YANG Jianqi. Optimal Utility for an Insider[J]. Chinese Journal of Engineering Mathematics, 2023, 40(3): 493-502.
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URL: http://jgsx-csiam.org.cn/EN/10.3969/j.issn.1005-3085.2023.03.012
http://jgsx-csiam.org.cn/EN/Y2023/V40/I3/493