Information-based model with noisy anticipation and its application in finance

DOI10.1007/s10690-018-9243-8zbMath1418.91219OpenAlexW2809432519MaRDI QIDQ1627837

Kirati Thoednithi

Publication date: 3 December 2018

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-018-9243-8

zbMATH Keywords

Markov processconvenience yieldcommodity pricinginformation-based pricing modelmultidimensional asset pricing

Mathematics Subject Classification ID

Cites Work

• Mathematical methods for financial markets.
• Introduction to stochastic integration.
• An Intermediate Course in Probability
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