The role of additional information in option pricing: estimation issues for the state space model (Q604920): Difference between revisions

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Latest revision as of 11:53, 3 July 2024

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The role of additional information in option pricing: estimation issues for the state space model
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    The role of additional information in option pricing: estimation issues for the state space model (English)
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    12 November 2010
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    Kalman filter
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    particle filter
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    stochastic volatility model
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    volatility forecasting
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