Pages that link to "Item:Q341595"
From MaRDI portal
The following pages link to Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems (Q341595):
Displaying 15 items.
- Continuous auctions and insider trading: uniqueness and risk aversion (Q1424703) (← links)
- Financial equilibrium with asymmetric information and random horizon (Q1691446) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
- Linear inverse problems for Markov processes and their regularisation (Q2182626) (← links)
- Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811) (← links)
- Repeated games with asymmetric information and random price fluctuations at finance markets (Q2458427) (← links)
- An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
- (Q3461405) (← links)
- Principal-Agent Problem with Common Agency Without Communication (Q4579842) (← links)
- A stationary Kyle setup: microfounding propagator models (Q4992316) (← links)
- The Multivariate Kyle Model: More is Different (Q5112726) (← links)
- Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)
- Kyle-back models with risk aversion and non-Gaussian beliefs (Q6138899) (← links)
- Markovian quadratic BSDEs with an unbounded sub-quadratic growth (Q6564185) (← links)
