Open AccessStock price modeling and insider trading theory
Author(s) -
Jessica J. Guillory
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_theses.927
Subject(s) - geometric brownian motion , stochastic calculus , martingale (probability theory) , financial economics , mathematical economics , portfolio , econometrics , trading strategy , stock (firearms) , randomness , insider trading , economics , risk neutral measure , capital asset pricing model , girsanov theorem , mathematical finance , mathematics , stochastic differential equation , finance , diffusion process , geography , mathematical analysis , stochastic partial differential equation , statistics , economy , differential equation , service (business) , archaeology