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VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
X-WR-CALNAME:Mathematical Finance Colloquium: Strategic trading when agents
  forecast the forecasts of others: Existence and convergence
X-WR-TIMEZONE:Pacific Time (US & Canada)
BEGIN:VEVENT
DTSTAMP:20260818T121804Z
UID:tag:localist.com\,2008:EventInstance_52561780760798
DTSTART:20260413T210000Z
DTEND:20260413T220000Z
DESCRIPTION:Kasper Larsen\, Rutgers University [in-person]\n\n\nTitle: Stra
 tegic trading when agents forecast the forecasts of others: Existence and 
 convergence\n\n\nAbstract: Foster and Viswanathan (1996) extend the discre
 te-time setting of Kyle (1985) to multiple informed traders who have parti
 al information about the stock’s terminal dividend. We prove that an equ
 ilibrium exists in the setting of Foster and Viswanathan (1996). We conclu
 de by discussing convergence to the continuous-time version given in Back\
 , Cao\, and Willard (2000). This is joint work with Jin Choi (UNIST).\n\n\
 nJoin Zoom Meeting:\nhttps://usc.zoom.us/j/94973619069?pwd=VnU5bVlMc1pzVTl
 EYUVaZUYyNSt6UT09\n\nMeeting ID: 949 7361 9069 \nPasscode: 925028
GEO:34.022409;-118.291027
LOCATION:Kaprielian Hall (KAP)\, 414
SUMMARY:Mathematical Finance Colloquium: Strategic trading when agents fore
 cast the forecasts of others: Existence and convergence
URL;VALUE=URI:https://calendar.usc.edu/event/mathematical-finance-colloquiu
 m-strategic-trading-when-agents-forecast-the-forecasts-of-others-existence
 -and-convergence
CATEGORIES:Lecture / Talk / Workshop
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