A new class of Bayesian semi-parametric models with applications to option pricing (Q5397432)
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scientific article; zbMATH DE number 6260384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of Bayesian semi-parametric models with applications to option pricing |
scientific article; zbMATH DE number 6260384 |
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A new class of Bayesian semi-parametric models with applications to option pricing (English)
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20 February 2014
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Dirichlet process
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beta distribution
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scale mixtures
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options
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