I am interested in mechanism design and information design. Is there any part of the literature in financial mathematics that is associated with them. I mean could we bring somehow these topics under the light of continuous time models? Do we have any references (papers, books, whatever)?
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$\begingroup$ darrellduffie.com/uploads/pubs/AntillDuffieSep2020.pdf $\endgroup$– fesmanJan 15 at 19:56