Quadratic hedging in an incomplete market derived by an influent informed investor
Year of publication: |
2009-10-31
|
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Authors: | Eyraud-Loisel, Anne |
Institutions: | HAL |
Subject: | Enlargement of filtration | FBSDE | quadratic hedging | risk minimization | insider trading | influent investor | asymmetric information | martingale representation | Clark-Ocone formula |
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