Strategic insider trading equilibrium: a filter theory approach (Q1945309): Difference between revisions

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+A general stochastic calculus approach to insider trading
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+Q3878440
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+Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran
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+Q3908216
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+Continuous Auctions and Insider Trading
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+Q3206067
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+Forward, backward and symmetric stochastic integration
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+The generalized covariation process and Itô formula
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+Stochastic calculus with respect to continuous finite quadratic variation processes
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