Blar i Articles (FOR) på forfatter "Bjuland, Terje"
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Strategic insider trading equilibrium: A filter theory approach
Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt (Journal article; Peer reviewed, 2012)The continuous-time version of Kyle’s (Econometrica 53(6):1315–1336, 1985 ) model of asset pricing with asymmetric information is studied, and generalized in various directions, i.e., by allowing time-varying liquidity ...