Existence of linear strategy equilibrium in insider trading with partial observations
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Publication:1691941
DOI10.1007/s11424-015-4186-xzbMath1387.93163MaRDI QIDQ1691941
Publication date: 25 January 2018
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-015-4186-x
Nash equilibrium; insider trading; partial observation; filtering theory; linear strategy equilibrium
93E11: Filtering in stochastic control theory
93E03: Stochastic systems in control theory (general)
91G10: Portfolio theory