On European option pricing under partial information. (Q265152)

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scientific article; zbMATH DE number 6562147
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English
On European option pricing under partial information.
scientific article; zbMATH DE number 6562147

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    On European option pricing under partial information. (English)
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    1 April 2016
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    option pricing
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    European option
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    partial information
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    backward stochastic differential equation
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