Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059)
From MaRDI portal
scientific article; zbMATH DE number 7535593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical pricing of exchange option with stock liquidity under Bayesian statistical method |
scientific article; zbMATH DE number 7535593 |
Statements
Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (English)
0 references
1 June 2022
0 references
stock liquidity
0 references
incomplete market
0 references
exchange option
0 references
Bayesian statistical inference
0 references
MCMC
0 references
