Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157)
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scientific article; zbMATH DE number 6856520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs |
scientific article; zbMATH DE number 6856520 |
Statements
Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (English)
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5 April 2018
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strategic insider trading
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Kyle-Back equilibrium
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conditional mean-field SDEs
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reference measures
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optimal closed-loop system
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