Recursive Bayesian estimation in forward price models implied by fair pricing
Year of publication: |
2010
|
---|---|
Authors: | El Qalli, Yassine |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 2, p. 301-333
|
Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
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