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Advances in Applied Probability
124 Total downloads
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The Sound of Silence: Equilibrium Filtering and Optimal Censoring in Financial Markets
Advances in Applied Probability, Vol. 48, No. A, 2016
Miles B. Gietzmann and Adam J. Ostaszewski
Bocconi University - Department of Accounting and London School of Economics
Date Posted: September 17, 2016
Accepted Paper Series
On the Central Management of Risk Networks
Advances in Applied Probability, Forthcoming
Florin Avram and Andreea Minca
Université de Pau et des Pays de l'Adour and Cornell University
Date Posted: July 26, 2016
Working Paper Series
63 downloads
A Dynamic Contagion Process
Advances in Applied Probability, Vol. 43, No. 3, 2011
Angelos Dassios and Hongbiao Zhao
London School of Economics & Political Science (LSE) - Department of Statistics and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: January 19, 2012
Last Revised: April 15, 2012
Accepted Paper Series
61 downloads