Albina Danilova

Identifiers

• name variant Albina Danilova 0.60 · backfill

Papers (6)

1. Stock Market Insider Trading in Continuous Time with Imperfect Dynamic Information q-fin.MF · 2016 · author #1
2. Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems math.PR · 2014 · author #2
3. Markov bridges: SDE representation math.PR · 2014 · author #2
4. Explicit construction of a dynamic Bessel bridge of dimension 3 math.PR · 2013 · author #3
5. Dynamic Markov bridges motivated by models of insider trading math.PR · 2012 · author #3
6. Optimal investment with inside information and parameter uncertainty q-fin.PM · 2009 · author #1

Mentions

• 1407.2420 #2 · backfill · confidence 0.70 Albina Danilova
• 1402.0822 #2 · backfill · confidence 0.70 Albina Danilova
• 1302.7128 #3 · backfill · confidence 0.70 Albina Danilova
• 1202.2980 #3 · backfill · confidence 0.70 Albina Danilova
• 0911.3117 #1 · backfill · confidence 0.70 Albina Danilova

Frequent Coauthors

• Umut \c{C}etin 4 shared papers
• Luciano Campi 2 shared papers
• Andrew Ng 1 shared papers
• Michael Monoyios 1 shared papers