Insiders' hedging in a stochastic volatility model

Sang-Hyeon Park and Kiseop Lee (Department of Mathematics, University of Louisville, Louisville, KY, USA)

Year of publication:	April 2016
Authors:	Park, Sang-Hyeon ; Lee, Kiseop
Published in:	IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 27.2016, 2, p. 281-295
Subject:	stochastic volatility \| insider \| hedging \| incomplete market \| information asymmetry \| Hedging \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Unvollkommener Markt \| Incomplete market \| Asymmetrische Information \| Asymmetric information \| Insiderhandel \| Insider trading \| Optionspreistheorie \| Option pricing theory \| Derivat \| Derivative

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