Bayesian analysis of contingent claim model error (Q1969817)
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scientific article; zbMATH DE number 1417430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of contingent claim model error |
scientific article; zbMATH DE number 1417430 |
Statements
Bayesian analysis of contingent claim model error (English)
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22 June 2000
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Bayesian estimator
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forecasts
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Black-Scholes model
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Markov chain Monte Carlo
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price options
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