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Dynamic Markov Bridges Motivated by Models of Insider Trading

Campi, Luciano; Cetin, Umut; Danilova, Albina (2009), Dynamic Markov Bridges Motivated by Models of Insider Trading, Workshop on Filtering in Mathematical Finance, 2009-06, Chemnitz, Allemagne

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Type
Communication / Conférence
Date
2009
Conference title
Workshop on Filtering in Mathematical Finance
Conference date
2009-06
Conference city
Chemnitz
Conference country
Allemagne
Pages
58
Metadata
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Author(s)
Campi, Luciano
Cetin, Umut
Danilova, Albina
Subjects / Keywords
Markov Bridges