On European option pricing under partial information. (Q265152)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On European option pricing under partial information.
scientific article

    Statements

    On European option pricing under partial information. (English)
    0 references
    0 references
    0 references
    0 references
    1 April 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    option pricing
    0 references
    European option
    0 references
    partial information
    0 references
    backward stochastic differential equation
    0 references
    0 references