The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039)
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scientific article; zbMATH DE number 7456706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The numerical simulation of Quanto option prices using Bayesian statistical methods |
scientific article; zbMATH DE number 7456706 |
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The numerical simulation of Quanto option prices using Bayesian statistical methods (English)
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13 January 2022
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quanto option
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foreign asset
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exchange rate
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correlation
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Bayesian statistical inference
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Markov chain Monte Carlo
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