Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach (Q5493549): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 21:39, 5 March 2024
scientific article; zbMATH DE number 5066265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach |
scientific article; zbMATH DE number 5066265 |
Statements
Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach (English)
0 references
23 October 2006
0 references
enlargement of filtrations
0 references
semimartingale characteristics
0 references
pricing models
0 references
