Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:53, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory |
scientific article |
Statements
Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (English)
0 references
8 October 2021
0 references
asset pricing
0 references
equilibrium
0 references
insider trading
0 references
optimal investment
0 references
liquidity
0 references
fractional Brownian motion
0 references
