Information-based model with noisy anticipation and its application in finance (Q1627837)
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scientific article; zbMATH DE number 6987771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information-based model with noisy anticipation and its application in finance |
scientific article; zbMATH DE number 6987771 |
Statements
Information-based model with noisy anticipation and its application in finance (English)
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3 December 2018
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information-based pricing model
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commodity pricing
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multidimensional asset pricing
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convenience yield
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Markov process
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