Work

The Multivariate Kyle Model: More is Different

Year: 2018

Type: article

Source: SIAM Journal on Financial Mathematics

DOI: 10.1137/18m1231997

Authors: Luis Carlos Garcia del Molino, Iacopo Mastromatteo, Michael Benzaquen, Jean-Philippe Bouchaud

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2808978174

FWCI: 1.654

Cites: 16

Cited by: 21

Related to: 10