Pages that link to "Item:Q2463723"

The following pages link to Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling (Q2463723):

Displaying 19 items.

• Equilibrium model with default and dynamic insider information (Q354195) (← links)
• On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
• Financial equilibrium with asymmetric information and random horizon (Q1691446) (← links)
• Optimal investment with inside information and parameter uncertainty (Q1932530) (← links)
• Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322) (← links)
• A reputation game on cyber-security and cyber-risk calibration (Q2128620) (← links)
• Linear Bayesian equilibrium in insider trading with a random time under partial observations (Q2142902) (← links)
• Kyle equilibrium under random price pressure (Q2331003) (← links)
• The insider-outsider model reexamined (Q2344952) (← links)
• (Q3105892) (← links)
• (Q3106027) (← links)
• MODELING OF FINANCIAL MARKETS WITH INSIDE INFORMATION IN CONTINUOUS TIME (Q3173998) (← links)
• Stock market insider trading in continuous time with imperfect dynamic information (Q3585325) (← links)
• KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
• Asymptotic Glosten--Milgrom Equilibrium (Q5250045) (← links)
• Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (Q5265777) (← links)
• A Large Trader-Insider Model (Q5487017) (← links)
• A market model with medium/long-term effects due to an insider (Q5746774) (← links)
• Kyle-back models with risk aversion and non-Gaussian beliefs (Q6138899) (← links)