Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059)
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scientific article; zbMATH DE number 7535593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical pricing of exchange option with stock liquidity under Bayesian statistical method |
scientific article; zbMATH DE number 7535593 |
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Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (English)
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1 June 2022
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stock liquidity
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incomplete market
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exchange option
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Bayesian statistical inference
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MCMC
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0.9265625
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0.9144399
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0.87779087
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0.86884224
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0.8671912
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0.8615205
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0.8604977
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