Kyle equilibrium under random price pressure (Q2331003)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Kyle equilibrium under random price pressure |
scientific article |
Statements
Kyle equilibrium under random price pressure (English)
0 references
23 October 2019
0 references
Kyle model
0 references
market microstructure
0 references
equilibrium
0 references
insider trading
0 references
stochastic control
0 references
enlargement of filtrations
0 references
0 references
0 references
0 references
0 references