Sequential Bayesian analysis of time-changed infinite activity derivatives pricing models
Junye Li
Year of publication: |
2011
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Authors: | Li, Junye |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 4, p. 468-480
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Subject: | Derivat | Derivative | Bayes-Statistik | Bayesian inference | Optionspreistheorie | Option pricing theory | CAPM |
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