Lévy random bridges and the modelling of financial information (Q5072620)
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Item:Q5072620
scientific article; zbMATH DE number 7516343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy random bridges and the modelling of financial information |
scientific article; zbMATH DE number 7516343 |
Statements
Lévy random bridges and the modelling of financial information (English)
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29 April 2022
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Lévy processes
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Lévy bridges
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information-based asset pricing
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option pricing
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non-linear filtering theory
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