المؤلفون: Kato, Takashi, Sekine, Jun, Yamamoto, Hiromitsu

المصدر: Asia-Pacific Financial Markets, May 2014, Volume 21, Issue 2, pp 151-174

مصطلحات موضوعية: Quantitative Finance - Pricing of Securities, Quantitative Finance - Mathematical Finance, 91G20, 60J70, 93C41

URL الوصول: http://arxiv.org/abs/1406.4275

المؤلفون: Hiromitsu Yamamoto, Jun Sekine, Takashi Kato

مصطلحات موضوعية: State variable, Computer Science::Computer Science and Game Theory, 91G20, 60J70, 93C41, Estimator, Unobservable, Mathematical Finance (q-fin.MF), FOS: Economics and business, Exponential utility, Derivative (finance), Quantitative Finance - Mathematical Finance, Computer Science::Computational Engineering, Finance, and Science, Hidden variable theory, Applied mathematics, Capital asset pricing model, Asset (economics), Pricing of Securities (q-fin.PR), Quantitative Finance - Pricing of Securities, Finance, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c28199d08d25aba8d2426820c00d4b9