Option hedging by an influential informed investor (Q2862441)
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scientific article; zbMATH DE number 6227441
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option hedging by an influential informed investor |
scientific article; zbMATH DE number 6227441 |
Statements
Option hedging by an influential informed investor (English)
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15 November 2013
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enlargement of filtration
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FBSDE
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insider trading
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influential investor
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asymmetric information
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martingale representation
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0.885516881942749
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0.8006941080093384
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0.7978088855743408
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0.7925510406494141
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0.7923259735107422
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