On uniqueness of equilibrium in the Kyle model
Year of publication: |
March 2017
|
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Authors: | McLennan, Alison ; Monteiro, Paulo Klinger ; Tourky, Rabee |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 11.2017, 2, p. 161-172
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Subject: | Kyle model | Equilibrium uniqueness | Informed trader | Noise trader | Complex analysis | Auktionstheorie | Auction theory | Noise Trading | Noise trading | Gleichgewichtstheorie | Equilibrium theory | Gleichgewichtsmodell | Equilibrium model | Asymmetrische Information | Asymmetric information | Stabilität eines Gleichgewichts | Stability of equilibrium | Informationsökonomik | Economics of information |
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