Pages that link to "Item:Q5386319"

The following pages link to MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319):

Displaying 13 items.

• Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
• Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
• Minimal variance hedging in multicurve interest rate modeling (Q2010117) (← links)
• Kyle equilibrium under random price pressure (Q2331003) (← links)
• Stock market insider trading in continuous time with imperfect dynamic information (Q3585325) (← links)
• PRICING TEMPERATURE DERIVATIVES UNDER WEATHER FORECASTS (Q4584698) (← links)
• KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
• An anticipative stochastic minimum principle under enlarged filtrations (Q4986424) (← links)
• Optimal Hedging in Incomplete Markets (Q4994350) (← links)
• THE VIX AND FUTURE INFORMATION (Q5061494) (← links)
• Enlarged filtrations and indistinguishable processes (Q5206085) (← links)
• Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
• The insider trading problem in a jump-binomial model (Q6067797) (← links)