Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach

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Publication:2330490

DOI10.1214/19-BJPS445zbMath1426.91272OpenAlexW2970949531MaRDI QIDQ2330490

Lucas Pereira Lopes, Francisco Louzada, Vicente G. Cancho

Publication date: 22 October 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1566806434







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