◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

A. Danilova

8 papers hereh-index 8232 citations24 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • last author5

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • q-fin.MF2
  • q-fin.TR2
  • q-fin.PM1
same name
  • A. Danilova — 2 papers, h 11
  • A. Danilova — 1 paper, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092025
most citedMarkovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems

26 citations · 28 across the 6 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

q-fin.TR2018

On pricing rules and optimal strategies in general Kyle-Back models

Umut Çetin, Albina Danilova

The folk result in Kyle-Back models states that the value function of the insider remains unchanged when her admissible strategies are restricted to absolutely continuous ones. In…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.