Dynamic Markov Bridges and Market Microstructure (Q4583286): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:38, 7 February 2024
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)
0 references
28 August 2018
0 references
Markov bridges
0 references
martingale
0 references
financial markets
0 references
optimisation
0 references
informational asymmetry
0 references
default
0 references