Pages that link to "Item:Q1969817"

The following pages link to Bayesian analysis of contingent claim model error (Q1969817):

Displaying 14 items.

• A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
• On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
• A Bayesian approach to the empirical valuation of bond options (Q1126472) (← links)
• Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
• Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
• The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039) (← links)
• Model risk in the over-the-counter market (Q2076856) (← links)
• Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
• Bayesian statistical inference for European options with stock liquidity (Q2156653) (← links)
• Calibration and simulation of Heston model (Q2364763) (← links)
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909) (← links)
• Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach (Q2690099) (← links)
• MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261) (← links)
• Implicit Bayesian Inference Using Option Prices (Q5467612) (← links)