Information-based model with noisy anticipation and its application in finance
type: Item
instance of: scholarly article
title: Information-based model with noisy anticipation and its application in finance
zbMATH Open document ID: 1418.91219
author: Kirati Thoednithi
published in: Asia-Pacific Financial Markets
publication date: 2018-12-03T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6987771
zbMATH Keywords: information-based pricing model
zbMATH Keywords: commodity pricing
zbMATH Keywords: multidimensional asset pricing
zbMATH Keywords: convenience yield
zbMATH Keywords: Markov process
MaRDI profile type: Publication
full work available at URL: s10690-018-9243-8
OpenAlex ID: W2809432519
cites work: Q3150773
cites work: Q5506192
cites work: An Intermediate Course in Probability
cites work: Mathematical methods for financial markets.
cites work: Q4002114
cites work: Introduction to stochastic integration.
cites work: Q5754578
DOI: 10.1007/S10690-018-9243-8
Wikidata QID: Q129580075
description: scientific article; zbMATH DE number 6987771