Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912)
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scientific article; zbMATH DE number 6288402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic hedging in an incomplete market derived by an influential informed investor |
scientific article; zbMATH DE number 6288402 |
Statements
Quadratic hedging in an incomplete market derived by an influential informed investor (English)
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25 April 2014
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enlargement of filtration
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quadratic hedging
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risk minimization
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insider trading
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influential investor
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asymmetric information
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