Bayesian option pricing using stochastic volatility models with fat-tailed errors (Q3454077)
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scientific article; zbMATH DE number 6515433
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| default for all languages | No label defined |
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| English | Bayesian option pricing using stochastic volatility models with fat-tailed errors |
scientific article; zbMATH DE number 6515433 |
Statements
2 December 2015
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fat-tailed feature
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martingale measure
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Markov chain Monte Carlo (MCMC)
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option pricing
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0.7871211171150208
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0.7862908840179443
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0.7802348732948303
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0.7799923419952393
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0.7748058438301086
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