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Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs - MaRDI portal

Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (Q4610157)

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scientific article; zbMATH DE number 6856520
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English
Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs
scientific article; zbMATH DE number 6856520

    Statements

    title
    Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs (English)
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    publication date
    5 April 2018
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1137/15M102558X
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    Mathematics Subject Classification ID
    60H10
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    91G80
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    60G35
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    93E11
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    zbMATH DE Number
    6856520
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    arXiv ID
    1711.03223
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    OpenAlex ID
    W2963880898
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