2018,
16th - 20th July
10th World Congress of the Bachelier Finance Society
Conference Programme
Session: FR-A-SY
Dynamic Information
Chair
Giulia Di Nunno
Time
10:00 - 12:00 on Friday, 20th of July 2018
Venue
Synge
10:00
A continuous auction model with insiders and random time of information release
José Manuel Corcuera (University of Barcelona),
Giulia Di Nunno
(University of Oslo), Gergely Farkas (University of Barcelona), Bernt Øksendal (Univeristy of Oslo)
10:30
Entropy and additional utility of a discrete information disclosed progressively in time
Anna Aksamit
(University of Sydney)
11:00
Kyle equilibrium under random price pressure
José Manuel Corcuera
(University of Barcelona), Giulia Di Nunno (University of Oslo)
11:30
Proactive and Reactive Investments via Meyer-σ-fields
David Besslich
(TU Berlin), Peter Bank (TU Berlin)
http://programme.exordo.com/bfs2018/system/is_sync/