//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and Stochastics"
~subject:"pricing in continuous time"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
pricing in continuous time
Continuous price paths
1
Continuous time
1
Continuous time Markov chain
1
Continuous-time option pricing model
1
Emergence of probability
1
Equilibrium theory
1
Game-theoretic probability
1
HMM filtering
1
Incomplete markets
1
Malliavin calculus
1
Market microstructure
1
Portfolio optimization
1
Portfolio selection
1
Stochastic volatility
1
arbitrage pricing theory
1
asymmetric information
1
continuous time
1
continuous time Markov chain
1
continuous-time finance
1
continuous-time model
1
first order PDE
1
incomplete markets
1
insider trading
1
life insurance
1
model testing
1
non-smoothness
1
numerical solutions to PDEs
1
optimal filtering
1
partial information
1
perfect Bayesian equilibrium
1
portfolio optimization
1
reduction method
1
return
1
separation theorem
1
stochastic interest rates
1
stochastic optimal control
1
stock price
1
trading strategy
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Lasserre, Guillaume
1
Published in...
All
Finance and Stochastics
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asymmetric information and imperfect competition in a
continuous
time
multivariate security model
Lasserre, Guillaume
- In:
Finance and Stochastics
8
(
2004
)
2
,
pp. 285-309
. We then extend the multivariate security model of Caballé and Krishnan (1994) to a
continuous
time
framework, and general …
Persistent link: https://www.econbiz.de/10005184367
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->