Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753): Difference between revisions

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-Nan-Jing Huang
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+Nan-Jing Huang
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+W3014631070
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+.00345
@@ Property / arXiv ID: 1901.00345 / rank @@
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@@ Property / cites work @@
+Information in Securities Markets: Kyle Meets Glosten and Milgrom
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+Insider Trading With a Random Deadline
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Stochastic Calculus and Applications
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+Insider Trading, Stochastic Liquidity, and Equilibrium Prices
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+EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE
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+Publication:2232753