Option pricing under model and parameter uncertainty using predictive densities (Q451231)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6085387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing under model and parameter uncertainty using predictive densities |
scientific article; zbMATH DE number 6085387 |
Statements
Option pricing under model and parameter uncertainty using predictive densities (English)
0 references
23 September 2012
0 references
option pricing
0 references
Bayesian model averaging
0 references
sampling-importance resampling
0 references
model and parameter uncertainty
0 references
0.7555855512619019
0 references
0.7393749952316284
0 references
0.7393419146537781
0 references
0.7378287315368652
0 references
0.7260511517524719
0 references
