Conditional density models for asset pricing
Damir Filipovi´c and Lane P. Hughston and Andrea Macrina
| Year of publication: |
2012
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|---|---|
| Authors: | Filipović, Damir ; Hughston, Lane P. ; Macrina, Andrea |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 1, p. 1-24
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| Subject: | Volatility surface | option pricing | implied volatility | Bachelier model | information-based asset pricing | nonlinear filtering | Breeden-Litzenberger equation | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009562159