Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach (Q5493549)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach |
scientific article; zbMATH DE number 5066265
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach |
scientific article; zbMATH DE number 5066265 |
Statements
Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach (English)
0 references
23 October 2006
0 references
enlargement of filtrations
0 references
semimartingale characteristics
0 references
pricing models
0 references
0.7930011749267578
0 references
0.7819278240203857
0 references
0.7721478343009949
0 references
0.7669792175292969
0 references
