Shreya Bose
Department of Mathematics, Florida State University
B.S., St. Xavier's College, Kolkata, India, 2014
M.S., Institute of Mathematics and Applications, India, 2016
M.S., Florida State University, USA, 2020
Detailed description of research |
| My research interest is applying the idea of Optimal Transport to Insider Trading problems. The framework for this being considered is the continuous time version of Kyle's model of asset pricing with asymmetric information. Our main aim is to try and develop the Kyle-Back equilibrium model under very general assumptions. The novel approach is to present the pricing rule of the market maker at maturity as an optimal transport map. |
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