Journal of Mathematical Finance

Vol.9 No.4(2019), Paper ID 95972, 30 pages

DOI:10.4236/jmf.2019.94032

 

A New Way to Compute the Probability of Informed Trading

 

Antoine Bambade

 

Lawrence Berkeley National Laboratory, SDM Group, California, USA
Department of Applied Mathematics, Ecole Polytechnique, Palaiseau, France

 

Copyright © 2019 Antoine Bambade et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Bambade, A. (2019) A New Way to Compute the Probability of Informed Trading. Journal of Mathematical Finance, 9, 637-666. doi: 10.4236/jmf.2019.94032.

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