INFORMATION-BASED ASSET PRICING (Q3520396): Difference between revisions

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@@ description / en / description / en @@
+scientific article; zbMATH DE number 7516338
@@ Property / zbMATH Open document ID @@
+.91278
@@ Property / zbMATH Open document ID: 1489.91278 / rank @@
+Normal rank
@@ Property / DOI @@
+.1142/9789811246494_0002
@@ Property / DOI: 10.1142/9789811246494_0002 / rank @@
+Normal rank
@@ Property / published in @@
+Financial Informatics
@@ Property / published in: Financial Informatics / rank @@
+Normal rank
@@ Property / publication date @@
+April 2022Timestamp +2022-04-29T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-04-29T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 29 April 2022 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 91G30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J70
@@ Property / Mathematics Subject Classification ID: 60J70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+7516338
@@ Property / zbMATH DE Number: 7516338 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asset pricing
@@ Property / zbMATH Keywords: asset pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partial information
@@ Property / zbMATH Keywords: partial information / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+correlation
@@ Property / zbMATH Keywords: correlation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dividend growth
@@ Property / zbMATH Keywords: dividend growth / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Brownian bridge
@@ Property / zbMATH Keywords: Brownian bridge / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear filtering
@@ Property / zbMATH Keywords: nonlinear filtering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+market microstructure
@@ Property / zbMATH Keywords: market microstructure / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4214697276
@@ Property / OpenAlex ID: W4214697276 / rank @@
+Normal rank
@@ Property / cites work @@
+Information in Securities Markets: Kyle Meets Glosten and Milgrom
+Normal rank
@@ Property / cites work @@
+Q5562423
@@ Property / cites work: Q5562423 / rank @@
+Normal rank
@@ Property / cites work @@
+Complete–market models of stochastic volatility
@@ Property / cites work: Complete–market models of stochastic volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Term Structures of Credit Spreads with Incomplete Accounting Information
+Normal rank
@@ Property / cites work @@
+Probing option prices for information
@@ Property / cites work: Probing option prices for information / rank @@
+Normal rank
@@ Property / cites work @@
+An overview of credit derivatives
@@ Property / cites work: An overview of credit derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+A view of three decades of linear filtering theory
+Normal rank
@@ Property / cites work @@
+Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3566784
@@ Property / cites work: Q3566784 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+AN EXTENSION OF THE BRODY–HUGHSTON–MACRINA APPROACH TO MODELING OF DEFAULTABLE BONDS
+Normal rank
@@ Property / cites work @@
+Q4693741
@@ Property / cites work: Q4693741 / rank @@
+Normal rank