skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.

Explore Research Products in the PAR
It may take a few hours for recently added research products to appear in PAR search results.


This content will become publicly available on October 1, 2026

Title: Kyle’s model with stochastic liquidity
Award ID(s):
2307729 1815017
PAR ID:
10636604
Author(s) / Creator(s):
; ;
Publisher / Repository:
Springer Verlag
Date Published:
Journal Name:
Finance and Stochastics
Volume:
29
Issue:
4
ISSN:
0949-2984
Page Range / eLocation ID:
1195 to 1231
Subject(s) / Keyword(s):
Kyle model Backward SDE Asymmetric information Liquidity Price impact Market depth Stochastic volatility
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
No document suggestions found
  • Citation Formats
  • MLA
  • APA
  • Chicago
  • BibTeX
  • Save / Share this Record
  • Send to Email