Pages that link to "Item:Q3552646"
From MaRDI portal
The following pages link to Bayesian parameter inference for models of the Black and Scholes type (Q3552646):
Displaying 9 items.
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Bayesian analysis of contingent claim model error (Q1969817) (← links)
- Bayesian statistical inference for European options with stock liquidity (Q2156653) (← links)
- Options in markets with unknown dynamics (Q2331247) (← links)
- A note on Bayesian inference in asset pricing. (Q2739271) (← links)
- (Q4782133) (← links)
- Bayesian inference approach to inverse problems in a financial mathematical model (Q5031152) (← links)
- ECONOMIC SCENARIO GENERATOR AND PARAMETER UNCERTAINTY: A BAYESIAN APPROACH (Q5379411) (← links)