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Tag: kyle-1985
2 items with this tag.
Oct 03, 2026
2.10 Market Microstructure Game Theory
pillar-algorithmic-hft
market-microstructure-game-theory
game-theory
kyle-1985
glosten-milgrom
adverse-selection
predatory-trading
index-hub
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