A characterization of the distributions that imply existence of linear equilibria in the Kyle-model.
- Published in:
- Annals of Finance, 2006, v. 2, n. 1, p. 73, doi. 10.1007/s10436-005-0024-9
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2006 AND VI 2 AND IP 1
Results: 7
1
2
Risk measure pricing and hedging in incomplete markets.
- Published in:
- Annals of Finance, 2006, v. 2, n. 1, p. 51, doi. 10.1007/s10436-005-0023-x
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- Publication type:
- Article
3
Stochastic equilibria for economies under uncertainty with intertemporal substitution.
- Published in:
- Annals of Finance, 2006, v. 2, n. 1, p. 101, doi. 10.1007/s10436-005-0025-8
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- Publication type:
- Article
4
Stock options and capital structure.
- Published in:
- Annals of Finance, 2006, v. 2, n. 1, p. 39, doi. 10.1007/s10436-005-0029-4
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- Publication type:
- Article
5
A Time Series Analysis of Financial Fragility in the UK Banking System.
- Published in:
- Annals of Finance, 2006, v. 2, n. 1, p. 1, doi. 10.1007/s10436-005-0030-y
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- Publication type:
- Article
6
Kyle v. Kyle (’85 v. ’89).
- Published in:
- Annals of Finance, 2006, v. 2, n. 1, p. 23, doi. 10.1007/s10436-005-0031-x
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- Publication type:
- Article
7
The implied liquidity premium for equities.
- Published in:
- Annals of Finance, 2006, v. 2, n. 1, p. 87, doi. 10.1007/s10436-005-0026-7
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- Publication type:
- Article