Robust calibration of financial models using Bayesian estimators
Year of publication: |
2014
|
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Authors: | Gupta, Alok ; Reisinger, Christoph |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 17.2014, 4, p. 3-36
|
Subject: | Bayes-Statistik | Bayesian inference | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
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