"Danilova, Albina"

Article

Campi, Luciano, Cetin, Umut and Danilova, Albina (2013) Explicit construction of a dynamic Bessel bridge of dimension 3. Electronic journal of probability, 18 . p. 30. ISSN 1083-6489

Campi, Luciano, Cetin, Umut and Danilova, Albina (2012) Equilibrium model with default and insider's dynamic information. Finance and stochastics, online . ISSN 0949-2984 (In Press)

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