BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider |
scientific article |
Statements
BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (English)
0 references
26 November 2011
0 references
enlargement of filtration
0 references
BSDE
0 references
uncertain time horizon
0 references
American option hedging
0 references
insider trading
0 references
asymmetrical information
0 references
0 references
