An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects (Q5092641)
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scientific article; zbMATH DE number 7562207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects |
scientific article; zbMATH DE number 7562207 |
Statements
An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects (English)
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22 July 2022
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intrinsic value
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asset prices
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Kalman filter
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option prices
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delta hedge
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