Implicit Bayesian Inference Using Option Prices (Q5467612): Difference between revisions
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Revision as of 21:32, 5 March 2024
scientific article; zbMATH DE number 5026138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implicit Bayesian Inference Using Option Prices |
scientific article; zbMATH DE number 5026138 |
Statements
Implicit Bayesian Inference Using Option Prices (English)
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24 May 2006
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spot price process
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European call option
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GARCH process
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skew-normal distribution
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