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

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Latest revision as of 18:53, 26 July 2024

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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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