Bayesian Prediction, Entropy, and Option Pricingx
Author(s) -
F. Douglas Foster,
Charles H. Whiteman
Publication year - 2006
Publication title -
australian journal of management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.419
H-Index - 39
eISSN - 1327-2020
pISSN - 0312-8962
DOI - 10.1177/031289620603100202
Subject(s) - bayesian probability , econometrics , economics , valuation of options , black–scholes model , actuarial science , financial economics , computer science , volatility (finance) , artificial intelligence
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