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Random times at which insiders can have free lunches

By Peter Imkeller
Topics: Brownian motion, diffusion, free lunch, arbitrage, financial markets, insider, progressive enlargement of filtrations, honest time, 330 Wirtschaft, ddc:330
Publisher: Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
Year: 2001
OAI identifier: oai:edoc.hu-berlin.de:18452/4252
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