A Bayesian approach to the empirical valuation of bond options (Q1126472): Difference between revisions

@@ Property / author @@
-Peter C. Schotman
@@ Property / author: Peter C. Schotman / rank @@
-Normal rank
@@ Property / author @@
+Peter C. Schotman
@@ Property / author: Peter C. Schotman / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(95)01776-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2084541672
@@ Property / OpenAlex ID: W2084541672 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of contingent claim model error
@@ Property / cites work: Bayesian analysis of contingent claim model error / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of the unit root in real exchange rates
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Q5659019
@@ Property / cites work: Q5659019 / rank @@
+Normal rank