Options in markets with unknown dynamics (Q2331247)
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scientific article; zbMATH DE number 7122242
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Options in markets with unknown dynamics |
scientific article; zbMATH DE number 7122242 |
Statements
Options in markets with unknown dynamics (English)
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25 October 2019
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Bayesian arbitrage free option pricing
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self similarity
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Bayesian consistency
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0.759048581123352
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0.7542333602905273
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0.7479110360145569
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0.7368438243865967
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0.7345154285430908
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