Pages that link to "Item:Q1938986"
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The following pages link to Insider trading equilibrium in a market with memory (Q1938986):
Displaying 9 items.
- Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← 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 models with risk aversion and non-Gaussian beliefs (Q6138899) (← links)
- On the equilibrium of insider trading under information acquisition with long memory (Q6175331) (← links)