Kyle equilibrium under random price pressure (Q2331003)
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scientific article; zbMATH DE number 7121740
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Kyle equilibrium under random price pressure |
scientific article; zbMATH DE number 7121740 |
Statements
Kyle equilibrium under random price pressure (English)
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23 October 2019
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Kyle model
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market microstructure
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equilibrium
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insider trading
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stochastic control
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enlargement of filtrations
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0.84578454
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0.8452547
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0.8391094
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0.8333286
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0.8249149
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0.8220978
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