Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753): Difference between revisions
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English | Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory |
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Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (English)
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8 October 2021
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asset pricing
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equilibrium
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insider trading
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optimal investment
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liquidity
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fractional Brownian motion
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