| Date | May 14, 2018 |
|---|---|
| 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.
