"On Pricing Rules and Optimal Strategies in General Kyle-Back Models."

Umut Çetin, Albina Danilova (2021)

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DOI: 10.1137/20M1319267

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type: Journal Article

metadata version: 2024-10-06

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Umut Çetin, Albina Danilova:
On Pricing Rules and Optimal Strategies in General Kyle-Back Models. SIAM J. Control. Optim. 59(5): 3973-3998 (2021)

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