The following pages link to Anne Eyraud-Loisel (Q253109):
Displaying 8 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- How does asymmetric information create market incompleteness? (Q2282731) (← links)
- Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
- Option hedging by an influential informed investor (Q2862441) (← links)
- CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP (Q3067766) (← links)
- BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217) (← links)
- Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
- Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon (Q6211745) (← links)
