28-31 August 2018
Angers - France
Europe/Paris timezone

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

30 Aug 2018, 11:20
30m
Angers - France

Angers - France

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

Co-author

Prof. Umut Cetin (LSE)

Presentation Materials

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