The following pages link to (Q3504634):
Displaying 7 items.
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
- Information thermodynamics of financial markets: the Glosten–Milgrom model (Q4992311) (← links)
- Viable insider markets (Q5087037) (← links)