Browsing Articles (FOR) by Subject "innovation equation"
Now showing items 1-1 of 1
-
Strategic insider trading equilibrium: A filter theory approach
(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 ...