MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319)
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scientific article; zbMATH DE number 5274475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MINIMAL VARIANCE HEDGING FOR INSIDER TRADING |
scientific article; zbMATH DE number 5274475 |
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MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (English)
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14 May 2008
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forward integral
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Malliavin calculus
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minimal variance
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insider hedging
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mean-variance insider hedging
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