INFORMATION-BASED ASSET PRICING (Q3520396)
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scientific article; zbMATH DE number 7516338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFORMATION-BASED ASSET PRICING |
scientific article; zbMATH DE number 7516338 |
Statements
INFORMATION-BASED ASSET PRICING (English)
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26 August 2008
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29 April 2022
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asset pricing
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partial information
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stochastic volatility
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correlation
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dividend growth
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Brownian bridge
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nonlinear filtering
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market microstructure
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