Grorud, Axel; Pontier, Monique Asymmetrical information and incomplete markets. (English) Zbl 1154.91542 Int. J. Theor. Appl. Finance 4, No. 2, 285-302 (2001). Summary: This paper is an extension of [13] where we have studied a financial market with informed and non-informed agents. The informed agent has an initial insider information. We analyze the completeness of the market and the family of risk-neutral probabilities. Some cases of arbitrage opportunities are done. Cited in 20 Documents MSC: 91B44 Economics of information 91B60 Trade models PDFBibTeX XMLCite \textit{A. Grorud} and \textit{M. Pontier}, Int. J. Theor. Appl. Finance 4, No. 2, 285--302 (2001; Zbl 1154.91542) Full Text: DOI References: [1] DOI: 10.1016/S0304-4149(98)00014-3 · Zbl 0934.91020 · doi:10.1016/S0304-4149(98)00014-3 [2] DOI: 10.1007/BFb0075771 · doi:10.1007/BFb0075771 [3] DOI: 10.1007/BF01450498 · Zbl 0865.90014 · doi:10.1007/BF01450498 [4] Follmer H., Ann. Inst. Henri Poincaré 29 (4) pp 569– (1993) [5] DOI: 10.1142/S0219024900000802 · Zbl 0962.91038 · doi:10.1142/S0219024900000802 [6] Grorud A., Serie 1 pp 1137– (1997) [7] DOI: 10.1142/S0219024998000199 · Zbl 0909.90023 · doi:10.1142/S0219024998000199 [8] Grorud A., Serie 1 pp 1009– (1999) [9] Harrison M. J., Stochastic Processes and Their Applications 15 (983) pp 313– [10] DOI: 10.1007/BF01447332 · Zbl 0715.90014 · doi:10.1007/BF01447332 [11] DOI: 10.1007/BF00641409 · Zbl 0375.60069 · doi:10.1007/BF00641409 [12] DOI: 10.1080/07362999508809418 · Zbl 0837.60042 · doi:10.1080/07362999508809418 [13] DOI: 10.1007/BFb0075767 · doi:10.1007/BFb0075767 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.