Pages that link to "Item:Q5467612"
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The following pages link to Implicit Bayesian Inference Using Option Prices (Q5467612):
Displaying 8 items.
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221) (← links)
- The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039) (← links)
- Multi-criteria classification for pricing European options (Q2691648) (← links)
- RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING (Q3564996) (← links)
- (Q4376107) (← links)
- Parametric Inference and Dynamic State Recovery From Option Panels (Q4614283) (← links)
- Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)