Insiders' hedging in a jump diffusion model
Year of publication: |
2007
|
---|---|
Authors: | Lee, Kiseop ; Song, Seongjoo |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 7.2007, 5, p. 537-545
|
Publisher: |
Taylor & Francis Journals |
Subject: | Incomplete market | Insider's hedging | Jump diffusion |
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