Linear Bayesian equilibrium in insider trading with a random time under partial observations (Q2142902): Difference between revisions

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Latest revision as of 03:53, 29 July 2024

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Linear Bayesian equilibrium in insider trading with a random time under partial observations
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    Linear Bayesian equilibrium in insider trading with a random time under partial observations (English)
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    30 May 2022
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    insider trading
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    Bayesian equilibrium
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    random time
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    partial observation
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    HJB equation
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