A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
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Cites work
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 3191621 (Why is no real title available?)
- scientific article; zbMATH DE number 3063306 (Why is no real title available?)
- A characterization of the distributions that imply mean-variance utility functions
- Continuous Auctions and Insider Trading
- Correction to on weak convergence to Brownian motion
- Existence of linear equilibria in the Kyle model with multiple informed traders
- Insider Trading without Normality
- On the existence of linear equilibria in models of market making
- On the relation between the multidimensional moment problem and the one-dimensional moment problem.
- Projections of probability distributions
- Rotation invariant moment problems
- When is a probability measure determined by infinitely many projections?
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