Danilova, Albina
- On pricing rules and optimal strategies in general Kyle-Back models
2018/12/18 by Çetin, Umut, Danilova, Albina · 2 citations
#FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
- Optimal investment with inside information and parameter uncertainty
2009/11/16 by Albina Danilova, Michael Monoyios, Danilova, Albina +3 · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Market Dynamics and Volatility