Bose, Shreya; Ekren, Ibrahim Kyle-back models with risk aversion and non-Gaussian beliefs. (English) Zbl 07789633 Ann. Appl. Probab. 33, No. 6A, 4238-4271 (2023). MSC: 60H30 60J60 91B44 PDFBibTeX XMLCite \textit{S. Bose} and \textit{I. Ekren}, Ann. Appl. Probab. 33, No. 6A, 4238--4271 (2023; Zbl 07789633) Full Text: DOI arXiv
Qiu, Jixiu; Zhou, Yonghui On the equilibrium of insider trading under information acquisition with long memory. (English) Zbl 07715838 J. Ind. Manag. Optim. 19, No. 10, 7130-7149 (2023). MSC: 91G15 60G22 91G80 PDFBibTeX XMLCite \textit{J. Qiu} and \textit{Y. Zhou}, J. Ind. Manag. Optim. 19, No. 10, 7130--7149 (2023; Zbl 07715838) Full Text: DOI
Xiao, Kai; Zhou, Yong-hui Insider trading with a random deadline under partial observations: maximal principle method. (English) Zbl 1501.91164 Acta Math. Appl. Sin., Engl. Ser. 38, No. 4, 753-762 (2022). MSC: 91G15 PDFBibTeX XMLCite \textit{K. Xiao} and \textit{Y.-h. Zhou}, Acta Math. Appl. Sin., Engl. Ser. 38, No. 4, 753--762 (2022; Zbl 1501.91164) Full Text: DOI
Xiao, Kai; Zhou, Yonghui Linear Bayesian equilibrium in insider trading with a random time under partial observations. (English) Zbl 1525.93461 AIMS Math. 6, No. 12, 13347-13357 (2021). MSC: 93E11 93E20 91G80 PDFBibTeX XMLCite \textit{K. Xiao} and \textit{Y. Zhou}, AIMS Math. 6, No. 12, 13347--13357 (2021; Zbl 1525.93461) Full Text: DOI
Xiao, Kai; Zhou, Yonghui Insider trading with memory under random deadline. (English) Zbl 1478.91188 J. Math. 2021, Article ID 2973361, 7 p. (2021). MSC: 91G80 93E11 PDFBibTeX XMLCite \textit{K. Xiao} and \textit{Y. Zhou}, J. Math. 2021, Article ID 2973361, 7 p. (2021; Zbl 1478.91188) Full Text: DOI
Li, Min; Wu, Zhen Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information. (English) Zbl 1470.91033 J. Math. Anal. Appl. 504, No. 1, Article ID 125315, 26 p. (2021). MSC: 91A15 91A16 49N10 49N80 60H30 91G80 PDFBibTeX XMLCite \textit{M. Li} and \textit{Z. Wu}, J. Math. Anal. Appl. 504, No. 1, Article ID 125315, 26 p. (2021; Zbl 1470.91033) Full Text: DOI
Corcuera, José Manuel; Di Nunno, Giulia; Fajardo, José Kyle equilibrium under random price pressure. (English) Zbl 1426.91315 Decis. Econ. Finance 42, No. 1, 77-101 (2019). MSC: 91G99 60G44 93E20 PDFBibTeX XMLCite \textit{J. M. Corcuera} et al., Decis. Econ. Finance 42, No. 1, 77--101 (2019; Zbl 1426.91315) Full Text: DOI Link
Ma, Jin; Sun, Rentao; Zhou, Yonghui Kyle-Back equilibrium models and linear conditional mean-field SDEs. (English) Zbl 1390.60216 SIAM J. Control Optim. 56, No. 2, 1154-1180 (2018). MSC: 60H10 91G80 60G35 93E11 PDFBibTeX XMLCite \textit{J. Ma} et al., SIAM J. Control Optim. 56, No. 2, 1154--1180 (2018; Zbl 1390.60216) Full Text: DOI arXiv
Kühn, Christoph; Riedel, Matthias Price setting of market makers: a filtering problem with endogenous filtration. (English) Zbl 1377.91177 Math. Finance 27, No. 1, 251-275 (2017). MSC: 91G99 91B24 91B25 60G35 91G10 PDFBibTeX XMLCite \textit{C. Kühn} and \textit{M. Riedel}, Math. Finance 27, No. 1, 251--275 (2017; Zbl 1377.91177) Full Text: DOI arXiv