Pages that link to "Item:Q1623554"

The following pages link to Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554):

Displayed 5 items.

• A long memory model with normal mixture GARCH (Q656952) ‎ (← links)
• The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039) ‎ (← links)
• Bayesian statistical inference for European options with stock liquidity (Q2156653) ‎ (← links)
• Options in markets with unknown dynamics (Q2331247) ‎ (← links)
• Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) ‎ (← links)