A Bayesian approach to the empirical valuation of bond options
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Cites work
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- A Bayesian analysis of the unit root in real exchange rates
- A theory of the term structure of interest rates
- An equilibrium characterization of the term structure
- Bayesian analysis of contingent claim model error
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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