Items where Author is "Danilova, Albina"

Number of items: 11.
Article
  • Dynamic Markov bridges motivated by models of insider trading. Campi, Luciano and Cetin, Umut and Danilova, Albina
  • Equilibrium model with default and dynamic insider information. Campi, Luciano and Cetin, Umut and Danilova, Albina
  • Explicit construction of a dynamic Bessel bridge of dimension 3. Campi, Luciano and Cetin, Umut and Danilova, Albina
  • Markov bridges:SDE representation. Çetin, Umut and Danilova, Albina
  • Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. Çetin, Umut and Danilova, Albina
  • On pricing rules and optimal strategies in general Kyle-Back models. Cetin, Umut and Danilova, Albina picture_as_pdf
  • Optimal investment with inside information and parameter uncertainty. Danilova, Albina and Monoyios, Michael and Ng, Andrew
  • Stock market insider trading in continuous time with imperfect dynamic information. Danilova, Albina
    • Report
  • Optimal investment with inside information and parameter uncertainty. Danilova, Albina and Monoyios, Michael and Ng, Andrew
    • Working paper
  • Information asymmetries, volatility, liquidity and the Tobin Tax. Danilova, Albina and Julliard, Christian picture_as_pdf
  • Information asymmetries, volatility, liquidity, and the Tobin Tax. Danilova, Albina and Julliard, Christian