Modelling Information Flows in Financial Markets (Q5072621): Difference between revisions
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EloiFerrer (talk | contribs) Changed label, description and/or aliases in en, and other parts |
EloiFerrer (talk | contribs) Merged Item from Q5198558 |
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scientific article; zbMATH DE number 5936946 | |||||||||||||||
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| Property / zbMATH Open document ID: 1283.91070 / rank | |||||||||||||||
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| Property / DOI: 10.1007/978-3-642-18412-3_5 / rank | |||||||||||||||
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| Property / published in: Advanced Mathematical Methods for Finance / rank | |||||||||||||||
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8 August 2011
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| Property / publication date: 8 August 2011 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 91B25 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 91B44 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 91B24 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 5936946 / rank | |||||||||||||||
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| Property / zbMATH Keywords | |||||||||||||||
cash-flow structure | |||||||||||||||
| Property / zbMATH Keywords: cash-flow structure / rank | |||||||||||||||
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signal | |||||||||||||||
| Property / zbMATH Keywords: signal / rank | |||||||||||||||
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market noise | |||||||||||||||
| Property / zbMATH Keywords: market noise / rank | |||||||||||||||
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Brownian bridge | |||||||||||||||
| Property / zbMATH Keywords: Brownian bridge / rank | |||||||||||||||
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stochastic volatility | |||||||||||||||
| Property / zbMATH Keywords: stochastic volatility / rank | |||||||||||||||
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| Property / OpenAlex ID: W3099213591 / rank | |||||||||||||||
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| Property / Wikidata QID: Q56813067 / rank | |||||||||||||||
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Latest revision as of 10:22, 6 May 2024
scientific article; zbMATH DE number 5936946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Information Flows in Financial Markets |
scientific article; zbMATH DE number 5936946 |
Statements
Modelling Information Flows in Financial Markets (English)
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29 April 2022
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8 August 2011
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information-based asset pricing
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information filter
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price formation
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statistical arbitrage
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cash-flow structure
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signal
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market noise
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Brownian bridge
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stochastic volatility
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