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Cites work
- scientific article; zbMATH DE number 17495 (Why is no real title available?)
- scientific article; zbMATH DE number 2006037 (Why is no real title available?)
- scientific article; zbMATH DE number 822726 (Why is no real title available?)
- A general stochastic calculus approach to insider trading
- A guided tour through quadratic hedging approaches
- Additional utility of insiders with imperfect dynamical information
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
- Free lunch and arbitrage possibilities in a financial market model with an insider.
- Hedging claims with feedback jumps in the price process
- Information on jump sizes and hedging
- Insiders' hedging in a jump diffusion model
- Martingale representation theorems for initially enlarged filtrations.
- On the minimal martingale measure and the möllmer-schweizer decomposition
- Optimal Smooth Portfolio Selection for an Insider
Cited in
(8)- Bond prices under information asymmetry and a short rate with instantaneous feedback
- Informed Trading and Portfolio Returns
- Insiders' hedging in a jump diffusion model
- How news affects the trading behaviour of different categories of investors in a financial market
- News About News: Information Arrival and Irreversible Investment
- Partially informed noise traders
- Information on jump sizes and hedging
- Numerical study for European option pricing equations with non-Levy jumps
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