BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH (Q4675829)
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scientific article; zbMATH DE number 2165940
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| English | BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH |
scientific article; zbMATH DE number 2165940 |
Statements
BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH (English)
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6 May 2005
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Bayesian Inference
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option pricing
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stochastic volatility
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numerical methods
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0.7812096476554871
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0.7744339108467102
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