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Kyle equilibrium under random price pressure - MaRDI portal

Kyle equilibrium under random price pressure (Q2331003)

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Kyle equilibrium under random price pressure
scientific article

    Statements

    title
    Kyle equilibrium under random price pressure (English)
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    author
    José Manuel Corcuera
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    Giulia Di Nunno
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    José Fajardo
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    publication date
    23 October 2019
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    zbMATH Keywords
    Kyle model
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    market microstructure
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    equilibrium
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    insider trading
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    stochastic control
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    enlargement of filtrations
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    cites work
    The value of foresight
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    Q3774629
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    Q4226355
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    Identifiers

    Mathematics Subject Classification ID
    91G99
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    60G44
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    93E20
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    zbMATH DE Number
    7121740
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    OpenAlex ID
    W2913794616
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    Wikidata QID
    Q128483805
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