CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098)
From MaRDI portal
scientific article; zbMATH DE number 6027853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONDITIONAL DENSITY MODELS FOR ASSET PRICING |
scientific article; zbMATH DE number 6027853 |
Statements
CONDITIONAL DENSITY MODELS FOR ASSET PRICING (English)
0 references
24 April 2012
0 references
volatility surface
0 references
option pricing
0 references
implied volatility
0 references
Bachelier model
0 references
information-based asset pricing
0 references
nonlinear filtering
0 references
Breeden-Litzenberger equation
0 references
0 references
