Implicit Bayesian Inference Using Option Prices
Year of publication: |
2003-02
|
---|---|
Authors: | Martin, Gael M. ; Forbes, Catherine S. ; Martin, Vance L. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Bayesian Option Pricing | Leptokurtosis | Skewness | GARCH Option Pricing | Option Price Prediction | Hedging Errors |
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