Matches in SemOpenAlex for { <https://semopenalex.org/work/W2300328558> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2300328558 endingPage "77" @default.
- W2300328558 startingPage "61" @default.
- W2300328558 abstract "We consider a European option pricing problem under a partial information market, i.e., only the security’s price can be observed, the rate of return and the noise source in the market cannot be observed. To make the problem tractable, we focus on gap option which is a generalized form of the classical European option. By using the stochastic analysis and filtering technique, we derive a Black-Scholes formula for gap option pricing with dividends under partial information. Finally, we apply filtering technique to solve a utility maximization problem under partial information through transforming the problem under partial information into the classical problem." @default.
- W2300328558 created "2016-06-24" @default.
- W2300328558 creator A5044792133 @default.
- W2300328558 creator A5052026997 @default.
- W2300328558 creator A5088167158 @default.
- W2300328558 date "2016-02-01" @default.
- W2300328558 modified "2023-09-26" @default.
- W2300328558 title "On European option pricing under partial information" @default.
- W2300328558 cites W1966119267 @default.
- W2300328558 cites W1983973130 @default.
- W2300328558 cites W1996175061 @default.
- W2300328558 cites W2001474709 @default.
- W2300328558 cites W2042775870 @default.
- W2300328558 cites W2046401601 @default.
- W2300328558 cites W2077791698 @default.
- W2300328558 cites W2157883119 @default.
- W2300328558 cites W4206222179 @default.
- W2300328558 cites W4206537305 @default.
- W2300328558 cites W4229844634 @default.
- W2300328558 cites W4229911014 @default.
- W2300328558 cites W4231057775 @default.
- W2300328558 doi "https://doi.org/10.1007/s10492-016-0122-1" @default.
- W2300328558 hasPublicationYear "2016" @default.
- W2300328558 type Work @default.
- W2300328558 sameAs 2300328558 @default.
- W2300328558 citedByCount "1" @default.
- W2300328558 countsByYear W23003285582023 @default.
- W2300328558 crossrefType "journal-article" @default.
- W2300328558 hasAuthorship W2300328558A5044792133 @default.
- W2300328558 hasAuthorship W2300328558A5052026997 @default.
- W2300328558 hasAuthorship W2300328558A5088167158 @default.
- W2300328558 hasBestOaLocation W23003285582 @default.
- W2300328558 hasConcept C10138342 @default.
- W2300328558 hasConcept C103382277 @default.
- W2300328558 hasConcept C113336015 @default.
- W2300328558 hasConcept C116168712 @default.
- W2300328558 hasConcept C120665830 @default.
- W2300328558 hasConcept C121332964 @default.
- W2300328558 hasConcept C126255220 @default.
- W2300328558 hasConcept C144237770 @default.
- W2300328558 hasConcept C149782125 @default.
- W2300328558 hasConcept C162324750 @default.
- W2300328558 hasConcept C163128081 @default.
- W2300328558 hasConcept C165404738 @default.
- W2300328558 hasConcept C175444787 @default.
- W2300328558 hasConcept C192209626 @default.
- W2300328558 hasConcept C194483076 @default.
- W2300328558 hasConcept C2776330181 @default.
- W2300328558 hasConcept C33923547 @default.
- W2300328558 hasConcept C91602232 @default.
- W2300328558 hasConceptScore W2300328558C10138342 @default.
- W2300328558 hasConceptScore W2300328558C103382277 @default.
- W2300328558 hasConceptScore W2300328558C113336015 @default.
- W2300328558 hasConceptScore W2300328558C116168712 @default.
- W2300328558 hasConceptScore W2300328558C120665830 @default.
- W2300328558 hasConceptScore W2300328558C121332964 @default.
- W2300328558 hasConceptScore W2300328558C126255220 @default.
- W2300328558 hasConceptScore W2300328558C144237770 @default.
- W2300328558 hasConceptScore W2300328558C149782125 @default.
- W2300328558 hasConceptScore W2300328558C162324750 @default.
- W2300328558 hasConceptScore W2300328558C163128081 @default.
- W2300328558 hasConceptScore W2300328558C165404738 @default.
- W2300328558 hasConceptScore W2300328558C175444787 @default.
- W2300328558 hasConceptScore W2300328558C192209626 @default.
- W2300328558 hasConceptScore W2300328558C194483076 @default.
- W2300328558 hasConceptScore W2300328558C2776330181 @default.
- W2300328558 hasConceptScore W2300328558C33923547 @default.
- W2300328558 hasConceptScore W2300328558C91602232 @default.
- W2300328558 hasIssue "1" @default.
- W2300328558 hasLocation W23003285581 @default.
- W2300328558 hasLocation W23003285582 @default.
- W2300328558 hasOpenAccess W2300328558 @default.
- W2300328558 hasPrimaryLocation W23003285581 @default.
- W2300328558 hasRelatedWork W1530279571 @default.
- W2300328558 hasRelatedWork W1598470350 @default.
- W2300328558 hasRelatedWork W2009128256 @default.
- W2300328558 hasRelatedWork W2088436879 @default.
- W2300328558 hasRelatedWork W2269499643 @default.
- W2300328558 hasRelatedWork W2300328558 @default.
- W2300328558 hasRelatedWork W2365940262 @default.
- W2300328558 hasRelatedWork W2551467365 @default.
- W2300328558 hasRelatedWork W2797512799 @default.
- W2300328558 hasRelatedWork W3123196813 @default.
- W2300328558 hasVolume "61" @default.
- W2300328558 isParatext "false" @default.
- W2300328558 isRetracted "false" @default.
- W2300328558 magId "2300328558" @default.
- W2300328558 workType "article" @default.