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the simple random walk with absorption
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International game theory review
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ТЕОРЕТИКО-ИГРОВАЯ ДИНАМИЧЕСКАЯ МОДЕЛЬ ИНСАЙДЕРСКИХ ТОРГОВ С НЕНУЛЕВЫМ СПРЭДОМ
СЕРГЕЕВНА, САНДОМИРСКАЯ МАРИНА
- In:
Управление большими …
(
2014
)
3
,
pp. 207-234
Исследована модель многошаговых инсайдерских торгов рисковыми активами одного типа между двумя маркет-мейкерами на фондовом рынке. Один из игроков (инсайдер)...
Persistent link: https://www.econbiz.de/10011270526
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2
Density of Skew Brownian motion and its functionals with application in finance
Gairat, Alexander
;
Shcherbakov, Vadim
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1069-1088
Persistent link: https://www.econbiz.de/10011765020
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3
Repeated bidding games with incomplete information and bounded values : on the exponential speed of convergence
Sandomirskaia, Marina
- In:
International game theory review
19
(
2017
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10011754552
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4
A note on the
simple
random
walk
on : Probability of exiting sequences of sets
Volkov, Stanislav
- In:
Statistics & Probability Letters
76
(
2006
)
9
,
pp. 891-897
In this note we establish that the probability that the
simple
random
walk
on returns to its origin before leaving a …
Persistent link: https://www.econbiz.de/10005314028
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