Dynamic Markov bridges and market microstructure. Theory and applications (Q4583286)
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scientific article; zbMATH DE number 6928095
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| English | Dynamic Markov bridges and market microstructure. Theory and applications |
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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0.7256272435188293
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0.7128342390060425
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0.7023422122001648
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0.6973645687103271
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