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pro vyhledávání: '"Jixiu Qiu"'
Autor:
Jixiu Qiu, Yonghui Zhou
Publikováno v:
AIMS Mathematics, Vol 8, Iss 10, Pp 25017-25036 (2023)
This paper studies an extended continuous-time insider trading model of Calentey and Stacchetti (2010, Econometrica), which allows market makers to observe some partial information about a dynamic risky asset. For each of the two cases with trading u
Externí odkaz:
https://doaj.org/article/2e72aeae6e494d47bdc4e1164e147db5