Affiliation:
1. University Paris 13
2. London School of Economics
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
4 articles.
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1. Filtration enlargement‐based time series forecast in view of insider trading;Journal of Economic Surveys;2022-04-04
2. KYLE–BACK’S MODEL WITH A RANDOM HORIZON;International Journal of Theoretical and Applied Finance;2018-03
3. Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs;SIAM Journal on Control and Optimization;2018-01
4. Dynamic Bridges;Dynamic Markov Bridges and Market Microstructure;2018