Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
Keywords: primary; 60G48; 60H05; 91B28; secondary; 93E20; 94A17; 60H30; Insider trading; Enlargement of filtration; Free lunch with vanishing risk; (NFLVR); Arbitrage; Finite expected utility; Semimartingale; Stochastic integrator; Information drift;