Solvability of the Gaussian Kyle model with imperfect information and risk aversion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chhaibi, Reda, Ekren, Ibrahim, Noh, Eunjung
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Probability Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.16488