Option hedging by an influential informed investor (Q2862441)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option hedging by an influential informed investor |
scientific article; zbMATH DE number 6227441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option hedging by an influential informed investor |
scientific article; zbMATH DE number 6227441 |
Statements
Option hedging by an influential informed investor (English)
0 references
15 November 2013
0 references
enlargement of filtration
0 references
FBSDE
0 references
insider trading
0 references
influential investor
0 references
asymmetric information
0 references
martingale representation
0 references
0 references
