A continuous auction model with insiders and random time of information release


In a unified framework we study equilibrium in presence of an insider having information on the firm value, announced at random time. The release-time is either predictable for the insider, or it is fully unknown. Consistently... [ view full abstract ]


  1. José Manuel Corcuera (University of Barcelona)
  2. Giulia Di Nunno (University of Oslo)
  3. Gergely Farkas (University of Barcelona)
  4. Bernt Øksendal (Univeristy of Oslo)

Topic Areas

Equilibrium Models , Optimal Control


FR-A-SY » Dynamic Information (10:00 - Friday, 20th July, Synge)

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