Dynamische Markov-Brücken und Marktmikrostruktur: Theorie und Anwendungen, H...
164,39 €
In Part I, theory is developed using tools from stochastic filtering, partial differential equations, Markov processes, and their interplay. A thorough analysis of optimality conditions for risk-neutral insiders is provided and the implications on equilibrium of non-Gaussian extensions are discussed.
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