Linear Bayesian equilibrium in insider trading with a random time under partial observations (Q2142902): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.3934/math.2021772 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3200683143 / rank | |||
Normal rank |
Revision as of 00:26, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Linear Bayesian equilibrium in insider trading with a random time under partial observations |
scientific article |
Statements
Linear Bayesian equilibrium in insider trading with a random time under partial observations (English)
0 references
30 May 2022
0 references
insider trading
0 references
Bayesian equilibrium
0 references
random time
0 references
partial observation
0 references
HJB equation
0 references