Option pricing under model and parameter uncertainty using predictive densities (Q451231)
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scientific article; zbMATH DE number 6085387
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| English | Option pricing under model and parameter uncertainty using predictive densities |
scientific article; zbMATH DE number 6085387 |
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Option pricing under model and parameter uncertainty using predictive densities (English)
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23 September 2012
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option pricing
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Bayesian model averaging
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sampling-importance resampling
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model and parameter uncertainty
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0.7555855512619019
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0.7393749952316284
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0.7393419146537781
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0.7378287315368652
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0.7260511517524719
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