Mailath, George J.; von Thadden, Ernst-Ludwig - In: Journal of Economic Theory 148 (2013) 5, pp. 1841-1861
We provide several generalizations of Mailathʼs (1987) [9] result that in games of asymmetric information with a continuum of types incentive compatibility plus separation implies differentiability of the informed agentʼs strategy. The new results extend the theory to classic models in finance...