Bayesian statistical inference for European options with stock liquidity (Q2156653)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bayesian statistical inference for European options with stock liquidity
scientific article

    Statements

    Bayesian statistical inference for European options with stock liquidity (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    18 July 2022
    0 references
    0 references
    option pricing
    0 references
    stock liquidity
    0 references
    Bayesian statistical method
    0 references
    Metropolis-within-Gibbs algorithm
    0 references
    0 references
    0 references