Bayesian analysis of contingent claim model error
Eric Jacquier; Robert Jarrow
| Year of publication: |
2000
|
|---|---|
| Authors: | Jacquier, Eric ; Jarrow, Robert A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 94.2000, 1/2, p. 145-180
|
| Subject: | Optionspreistheorie | Option pricing theory | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001437752