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"Kyle-Back Equilibrium Models and Linear Conditional Mean-Field SDEs."

Jin Ma, Rentao Sun, Yonghui Zhou (2018)

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DOI: 10.1137/15M102558X

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/MaSZ18
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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)

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