Some results on quadratic hedging with insider trading
Work
Year: 2005
Type: article
Abstract: We consider the hedging problem in an arbitrage-free incomplete financial market, where there are two kinds of investors with different levels of information about the future price evolution, describe... more
Source: Stochastics
Author Luciano Campi
Institution TU Wien
Cites: 42
Cited by: 20
Related to: 10
FWCI: 1.93
Citation percentile (by year/subfield): 87.14
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green