The role of additional information in option pricing: estimation issues for the state space model (Q604920)
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scientific article; zbMATH DE number 5815636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The role of additional information in option pricing: estimation issues for the state space model |
scientific article; zbMATH DE number 5815636 |
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The role of additional information in option pricing: estimation issues for the state space model (English)
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12 November 2010
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Kalman filter
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particle filter
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stochastic volatility model
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volatility forecasting
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