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Static Markov Bridges and Enlargement of Filtrations

  • Umut Çetin
  • Albina Danilova
Chapter
  • 454 Downloads
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 90)

Abstract

In the applications considered in the second part of this book, the rational agents in equilibrium trade so as to drive the demand for the traded to a certain level at a future date.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  • Umut Çetin
    • 1
  • Albina Danilova
    • 2
  1. 1.Department of StatisticsLondon School of EconomicsLondonUK
  2. 2.Department of MathematicsLondon School of EconomicsLondonUK

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