Modeling and implementation of local volatility surfaces in Bayesian framework
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Publication:1616807
DOI10.1007/s10287-018-0302-4zbMath1405.62136OpenAlexW2790150786MaRDI QIDQ1616807
Yeliz Yolcu-Okur, Abdulwahab Animoku, Ömür Uğur
Publication date: 7 November 2018
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-018-0302-4
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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