CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098)
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scientific article; zbMATH DE number 6027853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONDITIONAL DENSITY MODELS FOR ASSET PRICING |
scientific article; zbMATH DE number 6027853 |
Statements
CONDITIONAL DENSITY MODELS FOR ASSET PRICING (English)
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24 April 2012
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volatility surface
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option pricing
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implied volatility
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Bachelier model
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information-based asset pricing
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nonlinear filtering
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Breeden-Litzenberger equation
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