Financial equilibrium with asymmetric information and random horizon (Q1691446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial equilibrium with asymmetric information and random horizon |
scientific article |
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Financial equilibrium with asymmetric information and random horizon (English)
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16 January 2018
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Kyle's model
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financial equilibrium
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one-dimensional diffusions
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\(h\)-transform
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potential theory
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