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"Trading Constraints in Continuous-Time Kyle Models."

Jin Hyuk Choi, Heeyoung Kwon, Kasper Larsen (2023)

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DOI: 10.1137/21M1446617

access: closed

type: Journal Article

metadata version: 2023-08-18

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Jin Hyuk Choi, Heeyoung Kwon, Kasper Larsen:
Trading Constraints in Continuous-Time Kyle Models. SIAM J. Control. Optim. 61(3): 1494-1512 (2023)

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