Open AccessBayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model
Author(s) -
Maciej Kostrzewski
Publication year - 2012
Publication title -
dynamic econometric models
Language(s) - English
Resource type - Journals
eISSN - 2450-7067
pISSN - 1234-3862
DOI - 10.12775/dem.2012.004
Subject(s) - replication (statistics) , bayesian probability , product (mathematics) , value (mathematics) , econometrics , computer science , task (project management) , function (biology) , maximum likelihood , mathematical optimization , bayes estimator , mathematical economics , operations research , economics , mathematics , statistics , artificial intelligence , machine learning , management , geometry , evolutionary biology , biology