Conferčncies i seminaris | Congressos | Grups de recerca | Publicacions | Persones Persones
Salvador Ortiz Latorre (Catalunya, Espanya)
Publicacions
Modelling of financial markets with inside information in continuous time., 2010
ORTIZ, S. & KOHATSU-HIGA, A. *Modelling of financial markets with inside information in continuous time*. Preprint (2010)
Weak Kyle-Back equilibrium models for Max and ArgMax, 2010
ORTIZ, S. & KOHATSU-HIGA, A. `Weak Kyle-Back equilibrium models for Max and ArgMax´. *SIAM Journal on Financial Mathematics*; 1, 179-211, 2010