Kwant Atlas

Explorer

Tag: continuous-time

2 items with this tag.

  • Sep 12, 2026

    2.10.2 Kyle (1985) and the Back Continuous-Time Limit

    • pillar-algorithmic-hft
    • market-microstructure-game-theory
    • kyle-1985
    • back-1992
    • price-impact
    • insider-trading
    • continuous-time
  • Sep 12, 2026

    3.2.6 Advanced Extensions

    • pillar-derivative-pricing
    • no-arbitrage-and-binomial
    • american-options
    • optimal-stopping
    • continuous-time

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