The following pages link to (Q3160517):
Displaying 4 items.
- The role of additional information in option pricing: estimation issues for the state space model (Q604920) (← links)
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)
