Financial equilibrium with asymmetric information and random horizon (Q1691446): Difference between revisions

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+Information in Securities Markets: Kyle Meets Glosten and Milgrom
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+Q4714465
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+Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
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+Dynamic Markov bridges motivated by models of insider trading
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+Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems
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+Markov bridges: SDE representation
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+Continuous Auctions and Insider Trading
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