Pages that link to "Item:Q4937466"
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The following pages link to Probabilités neutres au risque et asymétrie d'information (Q4937466):
Displayed 9 items.
- 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)
- Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
- Option hedging by an influential informed investor (Q2862441) (← links)
- Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case (Q5086425) (← links)
- MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (Q5088806) (← links)
- Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
- Pricing rules under asymmetric information (Q5429592) (← links)
- The insider trading problem in a jump-binomial model (Q6067797) (← links)