Quadratic hedging in an incomplete market derived by an influential informed investor

Eyraud-Loisel, Anne . International Journal of Stochastic Modelling and Applications 2013. 85 (3) :412-430

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Bibtex

@article{CIS-268625,
  Author = {Eyraud-Loisel, Anne},
  Title = {Quadratic hedging in an incomplete market derived by an influential informed investor},
  Journal = {International Journal of Stochastic Modelling and Applications},
  Volume = {85},
  Number = {3},
  Year = {2013},
  Pages = {412--430},
  Keywords = {enlargement of filtration, insider trading, Risk minimization, asymmetric information, influential investor}
}

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