Some results on quadratic hedging with insider trading (Q5704639): Difference between revisions

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Latest revision as of 11:55, 11 June 2024

scientific article; zbMATH DE number 2229238
Language Label Description Also known as
English
Some results on quadratic hedging with insider trading
scientific article; zbMATH DE number 2229238

    Statements

    Some results on quadratic hedging with insider trading (English)
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    15 November 2005
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    insider trading
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    initial enlargement of filtrations
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    martingale preserving measure
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    local risk minimization
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    mean-variance hedging
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    stochastic volatility models
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