KYLE–BACK’S MODEL WITH A RANDOM HORIZON (Q4634642)
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scientific article; zbMATH DE number 6858064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | KYLE–BACK’S MODEL WITH A RANDOM HORIZON |
scientific article; zbMATH DE number 6858064 |
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KYLE–BACK’S MODEL WITH A RANDOM HORIZON (English)
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11 April 2018
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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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semimartingales
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enlargement of filtrations
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