Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554)
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scientific article; zbMATH DE number 6983997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian option pricing using mixed normal heteroskedasticity models |
scientific article; zbMATH DE number 6983997 |
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Bayesian option pricing using mixed normal heteroskedasticity models (English)
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23 November 2018
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Bayesian inference
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option pricing
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finite mixture models
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