Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps

DOI10.1016/j.spa.2005.05.006zbMath1083.60055OpenAlexW2033212386MaRDI QIDQ2572198

Anne Eyraud-Loisel

Publication date: 16 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.05.006

zbMATH Keywords

asymmetric informationinsider tradingmartingale representation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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• ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
• Insider Trading in a Continuous Time Market Model
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• Comment détecter le délit d'initiés?
• Backward Stochastic Differential Equations in Finance
• ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS
• Probabilités neutres au risque et asymétrie d'information

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