Dynamic Markov bridges motivated by models of insider...

Dynamic Markov bridges motivated by models of insider trading

Luciano Campi, Umut Çetin, Albina Danilova
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Volume:
121
Year:
2011
Language:
english
Pages:
34
DOI:
10.1016/j.spa.2010.11.004
File:
PDF, 394 KB
english, 2011
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