Implicit Bayesian Inference Using Option Prices (Q5467612)

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scientific article; zbMATH DE number 5026138
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Implicit Bayesian Inference Using Option Prices
scientific article; zbMATH DE number 5026138

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    Implicit Bayesian Inference Using Option Prices (English)
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    24 May 2006
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    spot price process
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    European call option
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    GARCH process
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    skew-normal distribution
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