• شماره ركورد كنفرانس
    4255
  • عنوان مقاله

    CONTINGENT CLAIMS WITH ASYMMETRIC INFORMATION

  • پديدآورندگان

    اسماعيلي ندا n_esmaili@mehr.sharif.ir دانشجو

  • تعداد صفحه
    5
  • كليدواژه
    Contingent claims , Asymmetric information , Initial enlargement of filtrations.
  • سال انتشار
    1395
  • عنوان كنفرانس
    چهارمين همايش رياضيات و علوم انساني
  • زبان مدرك
    انگليسي
  • چكيده فارسي
    We investigate an American and game contingent claim on a financial market where one party has additional information compared to the other one. We provide a representation for the value of an American contingent claim in a suitable product space. In the case of game contingent claim, the additional information is described by a random variable taking countably finite values. We show that the game possesses a value.
  • كشور
    ايران