Quantile hedging for an insider (Q3003680)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile hedging for an insider |
scientific article |
Statements
30 May 2011
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insider trading
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quantile hedging
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initial enlargement of filtrations
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equivalent martingale measure
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math.PR
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q-fin.PR
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