Existence of linear strategy equilibrium in insider trading with partial observations

DOI10.1007/s11424-015-4186-xzbMath1387.93163OpenAlexW2293216226MaRDI QIDQ1691941

Yong-Hui Zhou

Publication date: 25 January 2018

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-015-4186-x

zbMATH Keywords

Nash equilibriuminsider tradingpartial observationfiltering theorylinear strategy equilibrium

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03) Portfolio theory (91G10)

Related Items

On the equilibrium of insider trading under information acquisition with long memory ⋮ Insider trading with memory under random deadline ⋮ Sequential fair Stackelberg equilibria of linear strategies in risk-seeking insider trading ⋮ Insider trading with a random deadline under partial observations: maximal principle method

Cites Work

• Dynamic noncooperative game theory
• Continuous auctions and insider trading: uniqueness and risk aversion
• Real and financial effects of insider trading with correlated signals
• Strategic insider trading equilibrium: a filter theory approach
• Insider trading with correlated signals
• Continuous Auctions and Insider Trading
• Stochastic differential equations. An introduction with applications.
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