Pricing for geometric marked point processes under partial information : entropy approach
Claudia Ceci; Anna Gerardi
| Year of publication: |
2009
|
|---|---|
| Authors: | Ceci, Claudia ; Gerardi, Anna |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 2, p. 179-207
|
| Subject: | Optionspreistheorie | Option pricing theory | Entropie | Entropy | Unvollkommene Information | Incomplete information |
| 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/10003855758