A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640): Difference between revisions

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Latest revision as of 12:02, 30 July 2024

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A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
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    A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (English)
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    22 April 2016
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    Bayesian inference
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    beta Markov random fields
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    exchange Metropolis Hastings
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    risk neutral measure
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    density calibration
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    distortion function
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