Speaker
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.
Primary author
Dr
Albina Danilova
(LSE)
Co-author
Prof.
Umut Cetin
(LSE)
