Pages that link to "Item:Q1424703"
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The following pages link to Continuous auctions and insider trading: uniqueness and risk aversion (Q1424703):
Displaying 27 items.
- Equilibrium model with default and dynamic insider information (Q354195) (← links)
- Dynamic Markov bridges motivated by models of insider trading (Q550151) (← links)
- Insider trading with different risk attitudes (Q826644) (← links)
- Risk aversion, imperfect competition, and long-lived information (Q1327920) (← links)
- Existence of linear strategy equilibrium in insider trading with partial observations (Q1691941) (← links)
- Optimal investment with inside information and parameter uncertainty (Q1932530) (← 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)
- Insider trading with memory under random deadline (Q2240173) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- Risk-averse insider trading in multi-asset sequential auction markets (Q2440428) (← links)
- Liquidity and the marginal value of information (Q2447144) (← links)
- Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling (Q2463723) (← links)
- Default-risky bond prices with jumps, liquidity risk and incomplete information (Q2477606) (← 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 Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- A stationary Kyle setup: microfounding propagator models (Q4992316) (← links)
- OPTION PRICING IN MARKETS WITH INFORMED TRADERS (Q5148004) (← links)
- On Pricing Rules and Optimal Strategies in General Kyle--Back Models (Q5163681) (← links)
- Asymptotic Glosten--Milgrom Equilibrium (Q5250045) (← links)
- Pricing rules under asymmetric information (Q5429592) (← links)
- Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)
- Kyle-back models with risk aversion and non-Gaussian beliefs (Q6138899) (← links)
- Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379) (← links)
- On the equilibrium of insider trading under information acquisition with long memory (Q6175331) (← links)