Dynamic Markov Bridges and Market Microstructure
Albina Danilova, Umut Cetin
Springer-Verlag New York Inc., 2019
145,75 €On orderDelivery: 2-3 weeks
The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency;
- ISBN-13
- 9781493993994
- ISBN-10
- 1493993992
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2019
- Publication date
- 2019-12-10
- Pages
- 234
- Dimensions
- 235x155x