Stock market insider trading in continuous time with imperfect dynamic information
Year of publication: |
2010-02
|
---|---|
Authors: | Danilova, Albina |
Publisher: |
Taylor & Francis |
Subject: | HG Finance | QA Mathematics | HA Statistics |
-
Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
Dassios, Angelos, (2003)
-
How good is an ensemble at capturing truth?: using bounding boxes for forecast evaluation
Judd, Kevin, (2007)
-
Likelihood-based inference for a class of multivariate diffusions with unobserved paths
Kalogeropoulos, Konstantinos, (2007)
- More ...
-
Optimal investment with inside information and parameter uncertainty
Danilova, Albina, (2010)
-
Optimal investment with inside information and parameter uncertainty
Danilova, Albina, (2010)
-
Information asymmetries, volatility, liquidity, and the Tobin tax
Danilova, Albina, (2015)
- More ...