Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling
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Published By Springer New York

9781493988334, 9781493988358

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Static Markov Bridges and Enlargement of Filtrations

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-8835-8_4 ◽

2018 ◽

pp. 81-117

Author(s):

Umut Çetin ◽

Albina Danilova

Dynamic Bridges

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-8835-8_5 ◽

2018 ◽

pp. 119-169

Author(s):

Umut Çetin ◽

Albina Danilova

Markov Processes

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-8835-8_1 ◽

2018 ◽

pp. 3-21

Author(s):

Umut Çetin ◽

Albina Danilova

Keyword(s):

Markov Processes

Kyle—Back Model with Dynamic Information: No Default Case

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-8835-8_7 ◽

2018 ◽

pp. 191-198

Author(s):

Umut Çetin ◽

Albina Danilova

Keyword(s):

Dynamic Information ◽

Default Case

Financial Markets with Informational Asymmetries and Equilibrium

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-8835-8_6 ◽

2018 ◽

pp. 173-189

Author(s):

Umut Çetin ◽

Albina Danilova

Keyword(s):

Financial Markets

Stochastic Filtering

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-8835-8_3 ◽

2018 ◽

pp. 63-79

Author(s):

Umut Çetin ◽

Albina Danilova

Keyword(s):

Stochastic Filtering

Kyle—Back Model with Default and Dynamic Information

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-8835-8_8 ◽

2018 ◽

pp. 199-216

Author(s):

Umut Çetin ◽

Albina Danilova

Keyword(s):

Dynamic Information

Stochastic Differential Equations and Martingale Problems

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling ◽

10.1007/978-1-4939-8835-8_2 ◽

2018 ◽

pp. 23-62

Author(s):

Umut Çetin ◽

Albina Danilova

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Martingale Problems

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic ModellingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Static Markov Bridges and Enlargement of Filtrations

Dynamic Bridges

Markov Processes

Kyle—Back Model with Dynamic Information: No Default Case

Financial Markets with Informational Asymmetries and Equilibrium

Stochastic Filtering

Kyle—Back Model with Default and Dynamic Information

Stochastic Differential Equations and Martingale Problems

Dynamic Markov Bridges and Market Microstructure - Probability Theory and Stochastic Modelling
Latest Publications