The Privacy Subsidy in Continuous-Time Kyle: Cumulative Welfare under Noise-Perturbed Order-Flow Observation

By Yuki Nakamura

Published 2026-05-31

Everscope rating

1812.7

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Continuous-Time Stochastic Equilibrium Analysis with Bayesian Pricing. Problem types: Market Making, Optimization, Risk Management, Algorithmic Execution.

arXiv:2605.25631 · Paper rankings

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