Browsing CEREMADE (UMR CNRS 7534) by Author "Danilova, Albina"
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Dynamic Markov Bridges Motivated by Models of Insider Trading
Campi, Luciano; Cetin, Umut; Danilova, Albina (2009) Communication / Conférence -
Dynamic Markov bridges motivated by models of insider trading
Campi, Luciano; Cetin, Umut; Danilova, Albina (2011) Article accepté pour publication ou publié -
Equilibrium model with default and insider's dynamic information
Campi, Luciano; Cetin, Umut; Danilova, Albina (2013) Article accepté pour publication ou publié -
Explicit construction of a dynamic Bessel bridge of dimension 3
Danilova, Albina; Cetin, Umut; Campi, Luciano (2013) Article accepté pour publication ou publié