BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH (Q4675829): Difference between revisions
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scientific article; zbMATH DE number 2165940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH |
scientific article; zbMATH DE number 2165940 |
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BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH (English)
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6 May 2005
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Bayesian Inference
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option pricing
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stochastic volatility
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numerical methods
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