Browsing Publikasjoner fra CRIStin (NHH) by Author "Fajardo, Jose"

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    • Kyle equilibrium under random price pressure 

      Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, Jose (Peer reviewed; Journal article, 2019)
      We study the equilibrium in the model proposed by Kyle (Econometrica 53(6):1315–1335, 1985) and extended to the continuous-time setting by Back (Rev Financ Stud 5(3):387–409, 1992). The novelty of this paper is that we ...