28-31 août 2018
Angers - France
Fuseau horaire Europe/Paris

On the conditions on pricing functional and trading strategies in insider trading model

30 août 2018 à 11:20
30m
Angers - France

Angers - France

Orateur

Dr Albina Danilova (LSE)

Description

In this talk I will present some "folk" results in insider trading literature. In particular, I will discuss conditions on pricing functional that are necessary for existence of equilibrium, as well as the ones that are necessary for existence of inconspicuous equilibrium. I will prove that one can restrict insider trading strategies to absolutely continuous ones.

Auteur principal

Co-auteur

Prof. Umut Cetin (LSE)

Documents de présentation

Aucun document.
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