Equilibrium Price and Optimal Insider Trading Strategy Under Stochastic Liquidity with Long Memory
Yang, Ben-Zhang, He, Xin-Jiang, Huang, Nan-JingJournal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-020-09675-2
Date:
April, 2020
File:
PDF, 458 KB
2020