Informative option portfolios in filter design for option pricing models (Q5014228)
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scientific article; zbMATH DE number 7436811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Informative option portfolios in filter design for option pricing models |
scientific article; zbMATH DE number 7436811 |
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Informative option portfolios in filter design for option pricing models (English)
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1 December 2021
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affine jump diffusion
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option pricing
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hedging
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unscented Kalman filter
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filter design
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