Open AccessStock price modeling and insider trading theory
Author(s) -
Jessica Guillory
Publication year - 2003
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_theses.927
Subject(s) - geometric brownian motion , stochastic calculus , martingale (probability theory) , mathematical economics , financial economics , portfolio , stock (firearms) , econometrics , risk neutral measure , economics , trading strategy , girsanov theorem , randomness , capital asset pricing model , mathematical finance , insider , mathematics , stochastic differential equation , diffusion process , mathematical analysis , stochastic partial differential equation , statistics , economy , differential equation , service (business) , mechanical engineering , political science , law , engineering
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