PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL (Q3067761)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL |
scientific article |
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PRICING AND FILTERING IN A TWO-DIMENSIONAL DIVIDEND SWITCHING MODEL (English)
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13 January 2011
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European contingent claims
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random dividend rates, partial information
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filtering equation
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posterior probability
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conditional probability density
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