Bayesian analysis of contingent claim model error
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Publication:1969817
DOI10.1016/S0304-4076(99)00020-2zbMath1009.62095MaRDI QIDQ1969817
Eric Jacquier, Robert A. Jarrow
Publication date: 22 June 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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