Quadratic hedging strategies under inner information (Q2885997)
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scientific article; zbMATH DE number 6040828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quadratic hedging strategies under inner information |
scientific article; zbMATH DE number 6040828 |
Statements
1 June 2012
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inner information
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hedging
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jump-diffusion models
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enlarge filtration
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Quadratic hedging strategies under inner information (English)
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0.8482701182365417
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0.8278441429138184
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0.8127241730690002
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0.800192654132843
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0.7995514273643494
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