Some results on quadratic hedging with insider trading (Q5704639): Difference between revisions
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Revision as of 20:41, 19 March 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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