Albina Danilova

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Order routing and market quality: who benefits from internalization? Mathematical Finance	2026-03-06	Paper
On pricing rules and optimal strategies in general Kyle-Back models SIAM Journal on Control and Optimization	2021-11-05	Paper
Dynamic Markov bridges and market microstructure. Theory and applications Probability Theory and Stochastic Modelling	2018-08-28	Paper
Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems The Annals of Applied Probability	2016-11-16	Paper
Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems The Annals of Applied Probability	2016-11-16	Paper
Markov bridges: SDE representation Stochastic Processes and their Applications	2016-02-15	Paper
Explicit construction of a dynamic Bessel bridge of dimension 3 Electronic Journal of Probability	2014-01-17	Paper
Equilibrium model with default and dynamic insider information Finance and Stochastics	2013-07-18	Paper
Dynamic Markov bridges motivated by models of insider trading Stochastic Processes and their Applications	2011-07-08	Paper
Stock market insider trading in continuous time with imperfect dynamic information Stochastics	2010-08-19	Paper

Research outcomes over time

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