Informed traders' hedging with news arrivals (Q282886): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G48
@@ Property / Mathematics Subject Classification ID: 60G48 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6580035
@@ Property / zbMATH DE Number: 6580035 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+information asymmetry
@@ Property / zbMATH Keywords: information asymmetry / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hedging
@@ Property / zbMATH Keywords: hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+incomplete market
@@ Property / zbMATH Keywords: incomplete market / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local risk minimization
@@ Property / zbMATH Keywords: local risk minimization / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2015.11.006
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@@ Property / OpenAlex ID @@
+W2225853081
@@ Property / OpenAlex ID: W2225853081 / rank @@
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@@ Property / cites work @@
+Martingale representation theorems for initially enlarged filtrations.
+Normal rank
@@ Property / cites work @@
+A general stochastic calculus approach to insider trading
+Normal rank
@@ Property / cites work @@
+Additional utility of insiders with imperfect dynamical information
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
+Normal rank
@@ Property / cites work @@
+Optimal Smooth Portfolio Selection for an Insider
@@ Property / cites work: Optimal Smooth Portfolio Selection for an Insider / rank @@
+Normal rank
@@ Property / cites work @@
+Free lunch and arbitrage possibilities in a financial market model with an insider.
+Normal rank
@@ Property / cites work @@
+Q4856610
@@ Property / cites work: Q4856610 / rank @@
+Normal rank
@@ Property / cites work @@
+Information on jump sizes and hedging
@@ Property / cites work: Information on jump sizes and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Q2790464
@@ Property / cites work: Q2790464 / rank @@
+Normal rank
@@ Property / cites work @@
+Insiders' hedging in a jump diffusion model
@@ Property / cites work: Insiders' hedging in a jump diffusion model / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+On the minimal martingale measure and the möllmer-schweizer decomposition
+Normal rank
@@ Property / cites work @@
+Q2771116
@@ Property / cites work: Q2771116 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:282886