Insiders' hedging in a jump diffusion model
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680601043191
Reference20 articles.
1. Martingale representation theorems for initially enlarged filtrations
2. A General Stochastic Calculus Approach to Insider Trading
3. The Pricing of Options and Corporate Liabilities
4. Pricing contingent claims on stocks driven by Lévy processes
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