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Title: A Benchmark Approach to Filtering in Finance Page Link: A Benchmark Approach to Filtering in Finance - Posted By: mechanical wiki Created at: Tuesday 08th of September 2009 06:37:59 PM | website filtering seminar topic, benchmark environmental, hyperthreading benchmark, htt wss finance gov pg, 5d finance**tract on new techniques of erosion control on hilly roads, muthoot finance questionnaire, finance topic ppt, | ||
The paper proposes the use of the growth optimal portfolio for the construction of nancial market models with unobserved factors that have to be Filtered .This benchmark approach avoids any measure transformation for the pricing of derivatives. The suggested framework allows to measure the reduction of the variance of derivative prices for increasing degrees of available information. | |||
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