Work

Multidimensional Kyle–Back Model with a Risk Averse Informed Trader

Year: 2024

Type: article

Source: SIAM Journal on Financial Mathematics

DOI: 10.1137/21m1457059

Authors: Shreya Bose, Ibrahim Ekren

Institutions: Florida State University, University of Michigan

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Foundation

Award: Equilibrium with Randomized Strategies in Learning Theory and Mathematical Finance

OpenAlex ID: W3210328256

FWCI: 0.715

Cites: 36

Cited by: 2

Related to: 10