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We consider a simplified version of the problem of insider trading in afinancial market. We approach it by means of anticipating stochastic calculusand compare the use of the Skorokhod and the Russo-Vallois forward integralswithin this context. We conclude that, while the forward integral yieldsresults with a clear financial meaning, the Skorokhod integral does not providea suitable formulation for this problem.

A simple comparison between Skorokhod & Russo-Vallois integration for insider trading