Pages that link to "Item:Q451231"
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The following pages link to Option pricing under model and parameter uncertainty using predictive densities (Q451231):
Displaying 12 items.
- Implications of parameter uncertainty on option prices (Q1958422) (← links)
- Understanding delta-hedged option returns in stochastic volatility environments (Q2013296) (← links)
- Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach (Q2690099) (← links)
- Bayesian analysis of equity-linked savings contracts with American-style options (Q2879032) (← links)
- PRICING STOCK OPTIONS USING BLACK-SCHOLES AND FUZZY SETS (Q3520384) (← links)
- Improved Sampling‐Importance Resampling and Reduced Bias Importance Sampling (Q4828215) (← links)
- Bayesian inference approach to inverse problems in a financial mathematical model (Q5031152) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Estimate nothing (Q5247922) (← links)
- The practical utility of incorporating model selection uncertainty into prognostic models for survival data (Q5313609) (← links)
- Bayesian Model Averaging: A Systematic Review and Conceptual Classification (Q6086545) (← links)
- Practice-relevant model validation: distributional parameter risk analysis in financial model risk management (Q6148805) (← links)
