Date | May 14, 2018 |
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Speaker | 이기섭 |

Dept. | Purdue University |

Room | 129-301 |

Time | 11:00-13:00 |

In a financial market, there are traders with different levels of information. Information is often modeled by a filtration in mathematical finance, and we can understand the information asymmetry as an enlargement of filtration. In this talk, we discuss how to find a hedging strategy of a contingent claim under the information asymmetry.

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