scientific article
From MaRDI portal
Publication:3160517
zbMath1085.91029MaRDI QIDQ3160517
Publication date: 9 February 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (4)
A filtering approach to tracking volatility from prices observed at random times ⋮ Optional decomposition of optional supermartingales and applications to filtering and finance ⋮ The role of additional information in option pricing: estimation issues for the state space model ⋮ A benchmark approach to portfolio optimization under partial information
This page was built for publication: