Option hedging by an influential informed investor (Q2862441): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:24, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option hedging by an influential informed investor |
scientific article |
Statements
Option hedging by an influential informed investor (English)
0 references
15 November 2013
0 references
enlargement of filtration
0 references
FBSDE
0 references
insider trading
0 references
influential investor
0 references
asymmetric information
0 references
martingale representation
0 references
