Anne Eyraud-Loisel

Available identifiers

Publication	Date of Publication	Type
How does asymmetric information create market incompleteness?	2019-12-19	Paper
Optimal portfolio liquidation with additional information	2016-03-08	Paper
Quadratic hedging in an incomplete market derived by an influential informed investor	2014-04-25	Paper
Option hedging by an influential informed investor	2013-11-15	Paper
BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider	2011-11-26	Paper
CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP	2011-01-13	Paper
Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon	2008-11-25	Paper
Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps	2005-11-16	Paper

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