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Eyraud-Loisel, A. and Royer-Carenzi, M. (2010) BSDEs with Random Terminal Time under Enlarged Filtration. American-Style Options Hedging by an Insider. Random Operators and Stochastic Equations, 18, 141-163.
https://doi.org/10.1515/rose.2010.008

has been cited by the following article:

• TITLE: Optimal Hedging Strategies of Stock Index Futures Based on the Perspective of Information Asymmetry

  AUTHORS: Jianhua Guo

  KEYWORDS: Stock Index Futures, Optimal Hedging Strategy, Information Asymmetry

  JOURNAL NAME: Open Journal of Applied Sciences, Vol.10 No.2, February 24, 2020

  ABSTRACT: Based on two different risk measurement criteria, this article studied the optimal hedging strategies of stock index futures in the case of asymmetric information, and discussed the influence of insider information on the hedging effect. Through simulation analysis, it can be shown that hedging people with insider information can save hedging costs to a certain extent, which also explains the reason why investors try to obtain corporate information in actual investment activities.