Albina Danilova

Assistant Professor (Lecturer) of Mathematics, LSE

Tel: +44 (0) 20 7955 7371


Discussion Papers
Nov 2014
DP 24
We develop a tractable model in which trade is generated by asymmetry in agents' information sets. We show that, even if news are not generated by a stochastic volatility process, in the presence of information treatment and/or order processing...