Danilova, Albina


Dr Albina Danilova  

Department

Position held

Department of Mathematics

Assistant Professor

Experience keywords:

price impact; insider trading; asymmetric information; enlargement of filtrations; stochastic calculus; filtering; derivative pricing; equilibrium; stochastic control; stochastic volatility

Sectors and industries to which research relates:

BankingFinancial Services

Languages:

Russian [Spoken: Fluent]; Italian [Spoken: Basic, Written: Basic]

Contact Points

LSE phone number:

+44 (0)207 955 7371

Publications

LSE Research Online, Funnelback Search

2013

Campi, Luciano and Cetin, Umut and Danilova, Albina (2013) Equilibrium model with default and dynamic insider information Finance and Stochastics, 17 (347). 565-585. ISSN 0949-2984

Campi, Luciano and Cetin, Umut and Danilova, Albina (2013) Explicit construction of a dynamic Bessel bridge of dimension 3 Electronic Journal of Probability, 18 (20). 1-25. ISSN 1083-6489

2011

Campi, Luciano and Cetin, Umut and Danilova, Albina (2011) Dynamic Markov bridges motivated by models of insider trading Stochastic Processes and Their Applications, 121 (3). 534-567. ISSN 0304-4149

2010

Danilova, Albina (2010) Stock market insider trading in continuous time with imperfect dynamic information Stochastics: an International Journal of Probability and Stochastic Processes, 82 (1). 111-131. ISSN 1744-2508

Danilova, Albina and Monoyios, Michael and Ng, Andrew (2010) Optimal investment with inside information and parameter uncertainty Mathematics and Financial Economics, 3 (1). 13-38. ISSN 1862-9679

2009

Danilova, Albina and Monoyios, Michael and Ng, Andrew (2009) Optimal investment with inside information and parameter uncertainty arXiv.


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