Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach (Q5493549)
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scientific article; zbMATH DE number 5066265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach |
scientific article; zbMATH DE number 5066265 |
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Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach (English)
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23 October 2006
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enlargement of filtrations
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semimartingale characteristics
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pricing models
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