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Bayesian inference
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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Enlargement of filtration and additional information in pricing models : Bayesian approach
Gasbarra, Dario
;
Valkeila, Esko
;
Vostrikova, Lioudmilla
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 257-285)
.
2006
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