Linear Bayesian equilibrium in insider trading with a random time under partial observations (Q2142902)
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scientific article; zbMATH DE number 7533488
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| English | Linear Bayesian equilibrium in insider trading with a random time under partial observations |
scientific article; zbMATH DE number 7533488 |
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Linear Bayesian equilibrium in insider trading with a random time under partial observations (English)
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30 May 2022
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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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