Dynamic markov bridges and market microstructure: theory and applications
Auteur :
Çetin, Umut / Danilova, Albina
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781493993994
Date de publication :
10 déc. 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency;