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"Danilova, Albina"

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Number of items: 7.

Article

Campi, Luciano, Cetin, Umut and Danilova, Albina (2013) Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17 (347). pp. 565-585. ISSN 0949-2984

Campi, Luciano, Cetin, Umut and Danilova, Albina (2013) Explicit construction of a dynamic Bessel bridge of dimension 3. Electronic Journal of Probability, 18 (20). pp. 1-25. ISSN 1083-6489

Campi, Luciano, Cetin, Umut and Danilova, Albina (2011) Dynamic Markov bridges motivated by models of insider trading. Stochastic Processes and Their Applications, 121 (3). pp. 534-567. ISSN 0304-4149

Danilova, Albina (2010) Stock market insider trading in continuous time with imperfect dynamic information. Stochastics: an International Journal of Probability and Stochastic Processes, 82 (1). pp. 111-131. ISSN 1744-2508

Danilova, Albina, Monoyios, Michael and Ng, Andrew (2010) Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics, 3 (1). pp. 13-38. ISSN 1862-9679

Monograph

Danilova, Albina and Julliard, Christian (2014) Information asymmetries, volatility, liquidity, and the Tobin Tax. SRC Discussion Series, SRC Discussion Paper No 24. The London School of Economics and Political Science ,SRC Discussion Paper, London, UK.

Danilova, Albina, Monoyios, Michael and Ng, Andrew (2009) Optimal investment with inside information and parameter uncertainty. arXiv.

This list was generated on Mon Mar 30 07:26:00 2015 BST.