On Pricing Rules and Optimal Strategies in General Kyle--Back Models (Q5163681)
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scientific article; zbMATH DE number 7420711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Pricing Rules and Optimal Strategies in General Kyle--Back Models |
scientific article; zbMATH DE number 7420711 |
Statements
On Pricing Rules and Optimal Strategies in General Kyle--Back Models (English)
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5 November 2021
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Kyle-Back equilibrium
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diffusion bridges
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asymmetric information
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