Optimal Insider Trading Strategies in the Generalized Discrete-time Kyle’s Models
碩士 === 國立交通大學 === 應用數學系數學建模與科學計算碩士班 === 101 === KYLE [1985] proposed a model of insider trading in discrete-time and continuous time, and obtained a unique equilibrium. In this thesis, we consider two generalized discrete-time models. The first part, we discuss whether there exists an equilibrium wh...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29376325714246127310 |