Pages that link to "Item:Q550151"
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The following pages link to Dynamic Markov bridges motivated by models of insider trading (Q550151):
Displaying 16 items.
- Equilibrium model with default and dynamic insider information (Q354195) (← links)
- Point process bridges and weak convergence of insider trading models (Q388873) (← links)
- Explicit construction of a dynamic Bessel bridge of dimension 3 (Q388880) (← links)
- Generalized Gaussian bridges (Q740196) (← links)
- Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
- Financial equilibrium with asymmetric information and random horizon (Q1691446) (← 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)
- Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Linear inverse problems for Markov processes and their regularisation (Q2182626) (← links)
- Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157) (← links)
- KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642) (← links)
- On Pricing Rules and Optimal Strategies in General Kyle--Back Models (Q5163681) (← links)
- Kyle-back models with risk aversion and non-Gaussian beliefs (Q6138899) (← links)
- On the equilibrium of insider trading under information acquisition with long memory (Q6175331) (← links)
