Pages that link to "Item:Q4610157"
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The following pages link to Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157):
Displaying 8 items.
- 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)
- Insider trading with memory under random deadline (Q2240173) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- On Pricing Rules and Optimal Strategies in General Kyle--Back Models (Q5163681) (← links)
- A general conditional McKean-Vlasov stochastic differential equation (Q6104018) (← links)
- Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)
- On the equilibrium of insider trading under information acquisition with long memory (Q6175331) (← links)