A Bayesian approach to the empirical valuation of bond options (Q1126472): Difference between revisions
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Revision as of 01:00, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to the empirical valuation of bond options |
scientific article |
Statements
A Bayesian approach to the empirical valuation of bond options (English)
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8 December 1996
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unit roots
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option pricing
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tables
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graphical plots
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empirical valuation of bond options
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term structure of interest rates
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time series
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multicollinearity
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cross-sectional data
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identification
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likelihood function
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