An equilibrium model of insider trading in continuous time
Year of publication: |
2009
|
---|---|
Authors: | Monte, Roberto ; Trivellato, Barbara |
Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 32.2009, 2, p. 83-128
|
Publisher: |
Springer |
Subject: | Insider trading | Linear filtering | Equilibrium | Stochastic optimization |
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