• An anticipative linear filtering equation 

      Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt (Discussion paper, Working paper, 2010-08)
    • A general stochastic calculus approach to insider trading 

      Biagini, Francesca; Øksendal, Bernt (Discussion paper, Working paper, 2002-12)
      The purpose of this paper is to present a general stochastic calculus approach to insider trading. In a market driven by a standard Brownian motion B(t) on a filtered probability space (Ω, F, {F}t>0, P), by an insider we ...
    • Insider trading with partially informed traders 

      Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt (Discussion paper;2011:21, Working paper, 2011-11)
      The single auction equilibrium of Kyle's (1985) is studied, in which noise traders may be partially informed, or alternatively they can be manipulated. Unlike Kyle's assumption that the quantity traded by the noise ...
    • Strategic insider trading equilibrium : a filter theory approach 

      Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt (Discussion paper, Working paper, 2010-08)
      The continuous-time version of Kyle's (1985) model of asset pricing with asymmetric information is studied, and generalized in various directions, i.e., by allowing time-varying liquidity trading, and by having weaker ...
    • Strategic insider trading equilibrium : a forward integration approach 

      Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt (Discussion paper, Working paper, 2007-11)
      The continuous-time version of Kyle’s (1985) model of asset pricing with asymmetric information is studied, and generalized in various directions, i.e., by allowing time-varying noise trading, and by allowing the orders ...