Bayesian parameter inference for models of the Black and Scholes type (Q3552646)
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scientific article; zbMATH DE number 5697279
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian parameter inference for models of the Black and Scholes type |
scientific article; zbMATH DE number 5697279 |
Statements
Bayesian parameter inference for models of the Black and Scholes type (English)
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22 April 2010
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Bayesian analysis
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Black-Scholes model
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option pricing
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risk-neutral measure
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0.91011715
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0.9036028
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0.8975316
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0.89690924
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0.89690924
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0.8879278
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0.88759017
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