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The Main Goals
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Classroom Contents
Generalized Kyle-Back Insider Trading Model with Dynamic Information
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- 1 Intro
- 2 Kyle-Back Insider Trading Model
- 3 Problem Formulation
- 4 A Markovization/Decoupling Procedure
- 5 The Main Goals
- 6 Dynamic Markovian Bridge
- 7 Remarks on Requirement (3)
- 8 A Two-point Boundary Value Problem
- 9 Conditioning and Minimal Probability
- 10 An Observation
- 11 FKK Equation Revisited
- 12 A More General FBSDE (without affine structure)
