Pages that link to "Item:Q1623554"

The following pages link to Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554):

Displaying 10 items.

• Option pricing under model and parameter uncertainty using predictive densities (Q451231) (← links)
• A long memory model with normal mixture GARCH (Q656952) (← links)
• Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221) (← links)
• Bayesian analysis of contingent claim model error (Q1969817) (← links)
• The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039) (← links)
• Bayesian statistical inference for European options with stock liquidity (Q2156653) (← links)
• Options in markets with unknown dynamics (Q2331247) (← links)
• (Q4678104) (← links)
• Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
• Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676) (← links)