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Options in markets with unknown dynamics - MaRDI portal

Options in markets with unknown dynamics (Q2331247)

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Options in markets with unknown dynamics
scientific article

    Statements

    title
    Options in markets with unknown dynamics (English)
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    author
    Hanno Gottschalk
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    Elpida Nizami
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    Marius Schubert
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    publication date
    25 October 2019
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    zbMATH Keywords
    Bayesian arbitrage free option pricing
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    self similarity
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    Bayesian consistency
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G51
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    62P05
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    60G44
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    91B24
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    zbMATH DE Number
    7122242
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    OpenAlex ID
    W2918131311
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    arXiv ID
    1602.04848
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    Wikidata QID
    Q128340233
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