Modelling Information Flows in Financial Markets
Modelling Information Flows in Financial Markets
Financial Informatics, pp. 157-177 (2022) No AccessChapter 8: Modelling Information Flows in Financial MarketsDorje C. Brody, Lane P. Hughston, and Andrea MacrinaDorje C. BrodyDepartment of Mathematics, Imperial College London, London SW7 2AZ, UK, Lane P. HughstonDepartment of Mathematics, Imperial College London, London SW7 2AZ, UK, and Andrea MacrinaDepartment of Mathematics, …