An option pricing by eliminating observation noise when the model parameters are unknown (Q4392367)
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scientific article; zbMATH DE number 1160156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An option pricing by eliminating observation noise when the model parameters are unknown |
scientific article; zbMATH DE number 1160156 |
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An option pricing by eliminating observation noise when the model parameters are unknown (English)
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8 June 1998
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stock price
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observation noise
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parameter estimation
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simulations
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call option price
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