Option pricing under model and parameter uncertainty using predictive densities (Q451231)
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scientific article; zbMATH DE number 6085387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under model and parameter uncertainty using predictive densities |
scientific article; zbMATH DE number 6085387 |
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Option pricing under model and parameter uncertainty using predictive densities (English)
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23 September 2012
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option pricing
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Bayesian model averaging
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sampling-importance resampling
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model and parameter uncertainty
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