Dynamic Markov bridges and market microstructure : theory and applications
Umut Çetin, Albina Danilova
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Çetin, Umut ; Danilova, Albina |
| Publisher: |
New York, NY : Springer |
| Subject: | Stochastischer Prozess | Stochastic process | Marktmikrostruktur | Market microstructure | Asymmetrische Information | Asymmetric information | Insiderhandel | Insider trading | Markov-Prozess | Mikrostrukturtheorie <Kapitalmarkttheorie> |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | xiv, 234 Seiten Illustrationen |
|---|---|
| Series: | Probability theory and stochastic modelling. - Berlin : Springer, ISSN 2199-3130, ZDB-ID 2808765-3. - Vol. volume 90 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-4939-8833-4 ; 978-1-4939-8835-8 |
| Other identifiers: | 10.1007/978-1-4939-8835-8 [DOI] |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012213242