Kyle equilibrium under random price pressure
José Manuel Corcuera, Giulia Di Nunno, José Fajardo
| Year of publication: |
2019
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|---|---|
| Authors: | Corcuera, José Manuel ; Di Nunno, Giulia ; Barbachan, José Santiago Fajardo |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 42.2019, 1, p. 77-101
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| Subject: | Kyle model | Market microstructure | Equilibrium | Insider trading | Stochastic control | Enlargement of filtrations | Insiderhandel | Marktmikrostruktur | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Gleichgewichtstheorie | Equilibrium theory | Noise Trading | Noise trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-019-00231-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012065175