Multidimensional Kyle-Back model with a risk averse informed trader (Q6382017)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7842596
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multidimensional Kyle-Back model with a risk averse informed trader |
scientific article; zbMATH DE number 7842596 |
Statements
2 November 2021
0 references
Multidimensional Kyle–Back Model with a Risk Averse Informed Trader (English)
0 references
0.8583159446716309
0 references
0.8175970911979675
0 references
0.804852306842804
0 references
0.8036754727363586
0 references
