An option pricing by eliminating observation noise when the model parameters are unknown
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Publication:4392367
DOI10.1080/00207729708929483zbMath0902.90007OpenAlexW2084968262MaRDI QIDQ4392367
Makiko Tsukui, Katsuhisa Furuta
Publication date: 8 June 1998
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729708929483
Derivative securities (option pricing, hedging, etc.) (91G20) Statistical methods; economic indices and measures (91B82)
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