Giulia Di Nunno

University of Oslo - Department of Mathematics

Blindern, N-0162, Os

Norway

University of Pavia

Via Strada Nuova, 65

I-27100 Pavia

Italy

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Scholarly Papers (1)

1.

Kyle Equilibrium Under Random Price Pressure

Number of pages: 26 Posted: 03 Sep 2018
José Manuel Corcuera, Giulia Di Nunno and José Fajardo
University of Barcelona, University of Oslo - Department of Mathematics and Getulio Vargas Foundation
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Abstract:

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Kyle Model, Market Microstructure, Equilibrium, Insider Trading, Stochastic Control, Semimartingales, Enlargement of Filtrations