INFORMATION-BASED ASSET PRICING (Q3520396)

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scientific article; zbMATH DE number 7516338
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INFORMATION-BASED ASSET PRICING
scientific article; zbMATH DE number 7516338

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    INFORMATION-BASED ASSET PRICING (English)
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    26 August 2008
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    29 April 2022
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    asset pricing
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    partial information
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    stochastic volatility
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    correlation
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    dividend growth
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    Brownian bridge
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    nonlinear filtering
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    market microstructure
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