Strategic insider trading equilibrium: a filter theory approach (Q1945309): Difference between revisions

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+https://doi.org/10.1007/s13370-011-0026-x
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+W3123051136
@@ Property / OpenAlex ID: W3123051136 / rank @@
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@@ Property / cites work @@
+A general stochastic calculus approach to insider trading
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@@ Property / cites work @@
+Q3878440
@@ Property / cites work: Q3878440 / rank @@
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@@ Property / cites work @@
+Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran
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@@ Property / cites work @@
+Q3908216
@@ Property / cites work: Q3908216 / rank @@
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+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
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+Q3206067
@@ Property / cites work: Q3206067 / rank @@
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@@ Property / cites work @@
+Forward, backward and symmetric stochastic integration
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+The generalized covariation process and Itô formula
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+Stochastic calculus with respect to continuous finite quadratic variation processes
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