Similar Search Results

Existence of equilibrium with discontinuous prices, asymmetric information, and nontrivial initial sigma-fields

Hillairet, Caroline - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 99-117

Persistent link: https://www.econbiz.de/10002583035

Portfolio optimization with insider's initial information and counterparty risk

Hillairet, Caroline; Jiao, Ying - In: Finance and stochastics 19 (2015) 1, pp. 109-134

Persistent link: https://www.econbiz.de/10011417122

Information asymmetry in pricing of credit derivatives

Hillairet, Caroline; Jiao, Ying - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 611-633

Persistent link: https://www.econbiz.de/10009298523

Portfolio optimization with different information flow

Hillairet, Caroline; Jiao, Ying - 2017

Persistent link: https://www.econbiz.de/10011607049

Trading against disorderly liquidation of a large position under asymmetric information and market impact

Hillairet, Caroline; Hyndman, Cody; Jiao, Ying; Wang, Renjie - 2017

Persistent link: https://www.econbiz.de/10012200243

Trading Against Disorderly Liquidation of a Large Position Under Asymmetric Information and Market Impact

Hillairet, Caroline - 2016

We consider trading against a hedge fund or large trader that must liquidate a large position in a risky asset if the market price of the asset crosses a certain threshold. Liquidation occurs in a disorderly manner and negatively impacts the market price of the asset. We consider the perspective...

Persistent link: https://www.econbiz.de/10012981705