Equilibrium with heterogeneous information flows (Q6965576)
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scientific article; zbMATH DE number 8058354
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| English | Equilibrium with heterogeneous information flows |
scientific article; zbMATH DE number 8058354 |
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Equilibrium with heterogeneous information flows (English)
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3 July 2025
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The author presents a contribution to the study of equilibria in a multi-asset, multi-agent continuous-time economy where there is asymmetric information. The novelty is that agents with private information are allowed to dynamically enter the market. This enables the model to identify how the market reacts and equilibrates upon the arrival of new information.
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equilibrium
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heterogeneous information
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filtration convergence
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