Nov 9, 2017 · Title:Kyle-Back Equilibrium Models and Linear Conditional Mean-field SDEs. Authors:Jin Ma, Rentao Sun, Yonghui Zhou. View a PDF of the paper ...

The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games with mean field interactions. We ...

Jan 1, 2018 · Mean-Variance Portfolio Selection for Partially Observed Point Processes · A Maximum Principle for Mean-Field SDEs with Time Change · Linear- ...

Nov 9, 2017 · Keywords. Strategic insider trading, Kyle-Back equilibrium, conditional mean-field SDEs, ref- erence measures, optimal closed-loop system.

Request PDF | Kyle-Back Equilibrium Models and Linear Conditional Mean-field SDEs | In this paper we study the Kyle-Back strategic insider trading ...

Zhou, Kyle–back equilibrium models and linear conditional mean-field. 1058. This manuscript is for review purposes only. Page 29. A GENERALIZED KYLE-BACK MODEL ...

Kyle--Back Equilibrium Models and Linear Conditional Mean-Field SDEs · Jin Ma ... In this paper we study the Kyle--Back strategic insider trading equilibrium ...

Ma, J., Sun, R., and Zhou, Y. (2018), Kyle-Back Equilibrium Models and Linear Conditional Mean-field SDEs. SIAM J. Control Optim. 56, no. 2, 1154-1180. [pdf] ...

Jin Ma, Rentao Sun, Yonghui Zhou: Kyle-Back Equilibrium Models and Linear Conditional Mean-Field SDEs. SIAM J. Control. Optim. 56(2): 1154-1180 (2018).

Sep 13, 2024 · Kyle-Back Equilibrium Models and Linear Conditional Mean-field SDEs. Article. Nov 2017. Jin Ma · Rentao Sun · Yonghui Zhou. In ...