A Bayesian approach to the empirical valuation of bond options (Q1126472)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Bayesian approach to the empirical valuation of bond options |
scientific article; zbMATH DE number 955392
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Bayesian approach to the empirical valuation of bond options |
scientific article; zbMATH DE number 955392 |
Statements
A Bayesian approach to the empirical valuation of bond options (English)
0 references
8 December 1996
0 references
unit roots
0 references
option pricing
0 references
tables
0 references
graphical plots
0 references
empirical valuation of bond options
0 references
term structure of interest rates
0 references
time series
0 references
multicollinearity
0 references
cross-sectional data
0 references
identification
0 references
likelihood function
0 references
0 references
0.7446191906929016
0 references
0.7397510409355164
0 references
0.7134634256362915
0 references
0.7134332060813904
0 references
0.7120664119720459
0 references
