Kwant Atlas

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Tag: martingale

3 items with this tag.

  • Sep 12, 2026

    2.10.3 Glosten–Milgrom

    • pillar-algorithmic-hft
    • market-microstructure-game-theory
    • glosten-milgrom
    • adverse-selection
    • bayesian-updating
    • martingale
    • sequential-trade
  • Oct 03, 2026

    3.2.2 No-Arbitrage, the Risk-Neutral Measure & State Prices

    • pillar-derivative-pricing
    • no-arbitrage-and-binomial
    • risk-neutral-measure
    • martingale
    • state-prices
  • Sep 12, 2026

    3.6.2 Optimal-Stopping Theory

    • pillar-derivative-pricing
    • american-options
    • optimal-stopping
    • snell-envelope
    • martingale

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