Partially informed investors: hedging in an incomplete market with default.
Paola TardelliPublished in: J. Appl. Probab. (2015)
Keyphrases
- financial markets
- stock market
- stock price
- market data
- market participants
- option pricing
- black scholes
- portfolio selection
- convertible bonds
- market prices
- trading strategies
- risk management
- trading systems
- financial data
- early warning
- portfolio management
- transaction costs
- investment strategies
- noisy data
- nonmonotonic inference
- stock exchange
- pricing model
- missing data
- decision analysis
- exchange rate
- short term