Pages that link to "Item:Q1037394"
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The following pages link to An equilibrium model of insider trading in continuous time (Q1037394):
Displaying 18 items.
- Equilibrium model with default and dynamic insider information (Q354195) (← links)
- Existence of linear strategy equilibrium in insider trading with partial observations (Q1691941) (← links)
- Asymmetric information and imperfect competition in a continuous time multivariate security model (Q1887277) (← links)
- Insider trading equilibrium in a market with memory (Q1938986) (← links)
- Strategic insider trading equilibrium: a filter theory approach (Q1945309) (← links)
- Insider trading with a random deadline under partial observations: maximal principle method (Q2087654) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- The insider-outsider model reexamined (Q2344952) (← links)
- Two-period model of insider trading with correlated signals (Q2452215) (← links)
- Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling (Q2463723) (← links)
- A general stochastic calculus approach to insider trading (Q2493284) (← links)
- (Q3105892) (← links)
- (Q3517062) (← links)
- Stock market insider trading in continuous time with imperfect dynamic information (Q3585325) (← links)
- Insider Trading in a Continuous Time Market Model (Q4216118) (← links)
- Insider Trading without Normality (Q4282695) (← links)
- A Large Trader-Insider Model (Q5487017) (← links)
- A market model with medium/long-term effects due to an insider (Q5746774) (← links)