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Q4218379 - MaRDI portal

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scientific article; zbMATH DE number 1222793
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English
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scientific article; zbMATH DE number 1222793

    Statements

    author
    Robert J. Elliott
    0 references
    Charles H. Lahaie
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    Dilip B. Madan
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    publication date
    23 June 1999
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    zbMATH Keywords
    option pricing
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    nonlinear filtering
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    hidden Markov model
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    Black-Scholes option pricing
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    Identifiers

    zbMATH DE Number
    1222793
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