Point process bridges and weak convergence of insider trading models
Year of publication: |
2013-02-13
|
---|---|
Authors: | Cetin, Umut ; Xing, Hao |
Institutions: | London School of Economics (LSE) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Electronic Journal of Probability, 13, February, 2013, 18(26), pp. 1-24. ISSN: 1083-6489 |
Classification: | J1 - Demographic Economics ; F3 - International Finance ; G3 - Corporate Finance and Governance |
Source: |
-
Exchange rate volatility and central bank interventions
Panthaki, Freyan, (2005)
-
An estimation of economic models with recursive preferences
Chen, Xiaohong, (2007)
-
Saving eliminates credit rationing
de Meza, David, (2001)
- More ...
-
Pricing and hedging in carbon emissions markets
Cetin, Umut, (2009)
-
Option hedging for small investors under liquidity costs
Soner, H. Mete, (2010)
-
Dynamic Markov bridges motivated by models of insider trading
Campi, Luciano, (2011)
- More ...