Dynamic Markov bridges motivated by models of insider trading
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference22 articles.
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2. Insider trading in continuous time;Back;The Review of Financial Studies,1992
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4. Asymptotics of hitting probabilities for general one-dimensional diffusions;Baldi;Annals of Applied Probability,2002
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4. On the equilibrium of insider trading under information acquisition with long memory;Journal of Industrial and Management Optimization;2023
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