Dynamic Markov Bridges Motivated by Models of Insider Trading

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Date
2009
Dewey
Probabilités et mathématiques appliquées
Sujet
Markov Bridges
Conference name
Workshop on Filtering in Mathematical Finance
Conference date
06-2009
Conference city
Chemnitz
Conference country
Allemagne
URI
https://basepub.dauphine.fr/handle/123456789/3554
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Author
Campi, Luciano
Cetin, Umut
Danilova, Albina
Type
Communication / Conférence
Item number of pages
58