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Peter Imkeller

1 paper here

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.PR1

identity via Semantic Scholar / OpenAlex

most citedThe Shannon information of filtrations and the additional logarithmic utility of insiders

74 citations · 74 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2005★ 74 cited

The Shannon information of filtrations and the additional logarithmic utility of insiders

Stefan Ankirchner, Steffen Dereich, Peter Imkeller

The background for the general mathematical link between utility and information theory investigated in this paper is a simple financial market model with two kinds of small trader…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.