OPTION HEDGING BY AN INFLUENT INFORMED INVESTOR
Year of publication: |
2009-10-03
|
---|---|
Authors: | Eyraud-Loisel, Anne |
Institutions: | HAL |
Subject: | Enlargement of filtration | FBSDE | insider trading | influent investor | asymmetric information | martingale representation |
-
Quadratic hedging in an incomplete market derived by an influent informed investor
Eyraud-Loisel, Anne, (2009)
-
Optimal investment and risk control for an insurer under inside information
Peng, Xingchun, (2016)
-
The value of informational arbitrage
Chau, Huy N., (2020)
- More ...
-
Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon.
Blanchet-Scalliet, Christophette, (2010)
-
Quadratic hedging in an incomplete market derived by an influent informed investor
Eyraud-Loisel, Anne, (2009)
-
Impact of Climate Change on HeatWave Risk
Biard, Romain, (2013)
- More ...