Pages that link to "Item:Q1945309"
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The following pages link to Strategic insider trading equilibrium: a filter theory approach (Q1945309):
Displaying 20 items.
- Point process bridges and weak convergence of insider trading models (Q388873) (← links)
- An equilibrium model of insider trading in continuous time (Q1037394) (← links)
- Continuous auctions and insider trading: uniqueness and risk aversion (Q1424703) (← 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)
- Optimal investment with inside information and parameter uncertainty (Q1932530) (← links)
- Partially informed noise traders (Q1938977) (← links)
- Insider trading equilibrium in a market with memory (Q1938986) (← links)
- Insider trading with a random deadline under partial observations: maximal principle method (Q2087654) (← links)
- Linear Bayesian equilibrium in insider trading with a random time under partial observations (Q2142902) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- Insider trading with memory under random deadline (Q2240173) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- Liquidity and the marginal value of information (Q2447144) (← links)
- The equilibrium and its asymptotic analysis of an insider trading model under the incomplete information with a risk-seeking insider trader (Q2924371) (← links)
- PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION (Q2968281) (← links)
- (Q3106027) (← links)
- Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- Pricing rules under asymmetric information (Q5429592) (← links)