RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING (Q3564996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING |
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RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING (English)
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27 May 2010
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term structure models
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forward prices
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volatility structure
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benchmark approach
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Bayesian estimation
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non linear filtering
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