Open AccessBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
Author(s) -
Jeroen V.K. Rombouts,
Lars Stentoft
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1315307
Subject(s) - heteroscedasticity , econometrics , economics , bayesian probability , valuation of options , mathematics , statistics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom