Stock market insider trading in continuous time with imperfect dynamic information (Q3585325)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stock market insider trading in continuous time with imperfect dynamic information
scientific article

    Statements

    Stock market insider trading in continuous time with imperfect dynamic information (English)
    0 references
    0 references
    0 references
    19 August 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    insider trading
    0 references
    dynamic private information
    0 references
    rational expectations equilibrium
    0 references
    non-Markovian pricing rule
    0 references
    linear filtering
    0 references
    0 references
    0 references