Pages that link to "Item:Q1945309"

The following pages link to Strategic insider trading equilibrium: a filter theory approach (Q1945309):

Displaying 11 items.

• Existence of linear strategy equilibrium in insider trading with partial observations (Q1691941) (← links)
• Optimal investment with inside information and parameter uncertainty (Q1932530) (← links)
• Partially informed noise traders (Q1938977) (← links)
• Insider trading equilibrium in a market with memory (Q1938986) (← links)
• Insider trading with a random deadline under partial observations: maximal principle method (Q2087654) (← links)
• Linear Bayesian equilibrium in insider trading with a random time under partial observations (Q2142902) (← links)
• Insider trading with memory under random deadline (Q2240173) (← links)
• Kyle equilibrium under random price pressure (Q2331003) (← links)
• PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION (Q2968281) (← links)
• Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157) (← links)
• KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)