An Anticipating Calculus Approach to the Utility Maximization of an Insider
研究一个在初始时刻就掌握市场未来全部信息的内部人，如何利用预期积分和Malliavin微积分技术，最大化其终端财富的对数期望效用。
In this paper we consider a financial market with an insider that has, at time t = 0 , some additional information of the whole developing of the market. We use the forward integral, which is an anticipating integral, and the techniques of the Malliavin calculus so that we can take advantage of the privileged information to maximize the expected logarithmic utility from terminal wealth.