Kyle-back models with risk aversion and non-Gaussian beliefs (Q6138899)
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scientific article; zbMATH DE number 7789633
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| English | Kyle-back models with risk aversion and non-Gaussian beliefs |
scientific article; zbMATH DE number 7789633 |
Statements
Kyle-back models with risk aversion and non-Gaussian beliefs (English)
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16 January 2024
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Kyle's model with risk averse informed trader
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Markov bridges
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optimal transport
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quasilinear partial differential equations
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