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

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Linear Bayesian equilibrium in insider trading with a random time under partial observations
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    title
    Linear Bayesian equilibrium in insider trading with a random time under partial observations (English)
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    DOI
    10.3934/math.2021772
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    author
    Kai Xiao
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    Yong-Hui Zhou
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    publication date
    30 May 2022
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    zbMATH DE Number
    7533488
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    zbMATH Keywords
    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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