Updating pricing rules (Q2323301)

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Updating pricing rules
scientific article

    Statements

    title
    Updating pricing rules (English)
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    author
    Alain Chateauneuf
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    José Heleno Faro
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    Bruno Holanda
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    publication date
    30 August 2019
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    zbMATH Keywords
    pricing rules
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    full Bayesian update
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    incomplete markets
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    efficient complete markets
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    bid-ask spreads
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    Identifiers

    zbMATH DE Number
    7100273
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