Enlargement of filtration and additional information in pricing models : Bayesian approach
Dario Gasbarra, Esko Valkeila and Lioudmilla Vostrikova
| Year of publication: |
2006
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| Authors: | Gasbarra, Dario ; Valkeila, Esko ; Vostrikova, Lioudmilla |
| Published in: |
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]. - Berlin : Springer, ISBN 978-3-540-30782-2. - 2006, p. 257-285
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| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Asymmetrische Information | Asymmetric information | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003287165