Bayesian statistical inference for European options with stock liquidity (Q2156653): Difference between revisions
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| Property / DOI: 10.1016/j.physa.2018.12.008 / rank | |||
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| Property / DOI: 10.1016/J.PHYSA.2018.12.008 / rank | |||
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Latest revision as of 07:05, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian statistical inference for European options with stock liquidity |
scientific article |
Statements
Bayesian statistical inference for European options with stock liquidity (English)
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18 July 2022
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option pricing
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stock liquidity
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Bayesian statistical method
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Metropolis-within-Gibbs algorithm
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