MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319)

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scientific article; zbMATH DE number 5274475
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English
MINIMAL VARIANCE HEDGING FOR INSIDER TRADING
scientific article; zbMATH DE number 5274475

    Statements

    title
    MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (English)
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    author
    Francesca Biagini
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    Bernt Øksendal
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    publication date
    14 May 2008
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    zbMATH Keywords
    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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    cites work
    Q3994411
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60H05
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    60H30
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    zbMATH DE Number
    5274475
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    OpenAlex ID
    W2131465860
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