A NOTE ON BAYESIAN INFERENCE IN ASSET PRICING

DOI10.1017/S0266466601172099zbMath1052.62544MaRDI QIDQ2739271

John L. Knight, Stephen E. Satchell

Publication date: 2001

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items (1)

Gram-Charlier processes and applications to option pricing

This page was built for publication: A NOTE ON BAYESIAN INFERENCE IN ASSET PRICING