Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490)
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scientific article; zbMATH DE number 7120735
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| English | Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach |
scientific article; zbMATH DE number 7120735 |
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Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (English)
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22 October 2019
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option pricing
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heteroscedastic
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copula
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Bayesian inference
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0.8077957630157471
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0.7903822064399719
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0.7888791561126709
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0.7885012030601501
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