Quadratic hedging strategies under inner information

zbMATH Open1249.91125MaRDI QIDQ2885997FDOQ2885997

Authors: Jianqi Yang, Qingxian Xiao 

Publication date: 1 June 2012

Published in: Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

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zbMATH Keywords

hedgingjump-diffusion modelsenlarge filtrationinner information

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cited In (7)

• Some results on quadratic hedging with insider trading
• Mean-Variance Hedging Under Additional Market Information
• Quadratic Hedging with Mixed State and Control Constraints
• Quadratic hedging in an incomplete market derived by an influential informed investor
• Quadratic-Variation-Based Dynamic Strategies
• Quantile hedging for an insider
• Option hedging by an influential informed investor

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