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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