Albina Danilova

Available identifiers

zbMath Open danilova.albinaMaRDI QIDQ245167

List of research outcomes

Publication	Date of Publication	Type
On Pricing Rules and Optimal Strategies in General Kyle--Back Models	2021-11-05	Paper
Dynamic Markov Bridges and Market Microstructure	2018-08-28	Paper
Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems	2016-11-16	Paper
Markov bridges: SDE representation	2016-02-15	Paper
Explicit construction of a dynamic Bessel bridge of dimension 3	2014-01-17	Paper
Equilibrium model with default and dynamic insider information	2013-07-18	Paper
Dynamic Markov bridges motivated by models of insider trading	2011-07-08	Paper
Stock market insider trading in continuous time with imperfect dynamic information	2010-08-19	Paper

Research outcomes over time

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