Skorokhod与Russo-Vallois内幕交易整合的简单比较
A simple comparison between Skorokhod & Russo-Vallois integration for insider trading
摘要：
我们考虑金融市场中内幕交易问题的简化版本。我们通过预测随机分析来接近它，并在此背景下比较Skorokhod和Russo-Vallois前向积分的使用。我们的结论是，虽然向前积分产生了具有明确财务意义的结果，但Skorokhod积分并没有为这个问题提供合适的公式。
英文摘要：
We consider a simplified version of the problem of insider trading in a financial market. We approach it by means of anticipating stochastic calculus and compare the use of the Skorokhod and the Russo-Vallois forward integrals within this context. We conclude that, while the forward integral yields results with a clear financial meaning, the Skorokhod integral does not provide a suitable formulation for this problem.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
