Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach |
scientific article |
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Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (English)
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22 October 2019
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option pricing
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heteroscedastic
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copula
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Bayesian inference
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