On European option pricing under partial information. (Q265152)
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scientific article; zbMATH DE number 6562147
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On European option pricing under partial information. |
scientific article; zbMATH DE number 6562147 |
Statements
On European option pricing under partial information. (English)
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1 April 2016
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option pricing
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European option
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partial information
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backward stochastic differential equation
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0.8063164949417114
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0.7915558218955994
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0.7915558218955994
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0.7891247272491455
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0.7744348049163818
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