The following pages link to (Q4678104):
Displaying 6 items.
- Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS (Q3429852) (← links)
- Bayesian, MLE, and GMM Estimation of a Spot Rate Model (Q5712000) (← links)
