Insiders' hedging in a stochastic volatility model (Q5382691)
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scientific article; zbMATH DE number 7067518
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Insiders' hedging in a stochastic volatility model |
scientific article; zbMATH DE number 7067518 |
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Insiders’ hedging in a stochastic volatility model (English)
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18 June 2019
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stochastic volatility
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insider
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hedging
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incomplete market
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information asymmetry
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0.8539868593215942
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0.826298177242279
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0.8067452311515808
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0.8013871908187866
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0.7949961423873901
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