Financial equilibrium with asymmetric information and random horizon (Q1691446): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963862331 / rank | |||
Normal rank | |||
Revision as of 19:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial equilibrium with asymmetric information and random horizon |
scientific article |
Statements
Financial equilibrium with asymmetric information and random horizon (English)
0 references
16 January 2018
0 references
Kyle's model
0 references
financial equilibrium
0 references
one-dimensional diffusions
0 references
\(h\)-transform
0 references
potential theory
0 references
