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Department of Mathematics
Assistant Professor
+44 (0)207 955 7371
a.danilova@lse.ac.uk
Çetin, Umut and Danilova, Albina (2016) Markov bridges: SDE representation Stochastic Processes and Their Applications, 126 (3). 651-679. ISSN 0304-4149
Çetin, Umut and Danilova, Albina (2016) Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems Annals of Applied Probability, 26 (4). 1996-2029. ISSN 1050-5164
Danilova, Albina and Julliard, Christian (2014) Information asymmetries, volatility, liquidity, and the Tobin Tax SRC Discussion Paper, No 24. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
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
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
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
Danilova, Albina and Monoyios, Michael and Ng, Andrew (2009) Optimal investment with inside information and parameter uncertainty arXiv.
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