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Quadratic hedging in an incomplete market derived by an influential informed investor - MaRDI portal

Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912)

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scientific article; zbMATH DE number 6288402
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English
Quadratic hedging in an incomplete market derived by an influential informed investor
scientific article; zbMATH DE number 6288402

    Statements

    title
    Quadratic hedging in an incomplete market derived by an influential informed investor (English)
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    author
    Anne Eyraud-Loisel
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    published in
    Stochastics
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    publication date
    25 April 2014
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    zbMATH Keywords
    enlargement of filtration
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    quadratic hedging
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    risk minimization
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    insider trading
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    influential investor
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    asymmetric information
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    cites work
    Q4255370
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    Q3656686
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    Q3996259
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60H10
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    60G44
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    60H07
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    zbMATH DE Number
    6288402
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    OpenAlex ID
    W2235778353
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