Kyle equilibrium under random price pressure (Q2331003): Difference between revisions
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Revision as of 07:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kyle equilibrium under random price pressure |
scientific article |
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Kyle equilibrium under random price pressure (English)
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23 October 2019
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Kyle model
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market microstructure
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equilibrium
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insider trading
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stochastic control
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enlargement of filtrations
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