Dynamic Markov Bridges and Market Microstructure (Q4583286)
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scientific article; zbMATH DE number 6928095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Markov Bridges and Market Microstructure |
scientific article; zbMATH DE number 6928095 |
Statements
Dynamic Markov Bridges and Market Microstructure (English)
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28 August 2018
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Markov bridges
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martingale
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financial markets
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optimisation
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informational asymmetry
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default
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