A Bayesian nonparametric approach to option pricing
Zhang Qin, Caio Almeida
| Year of publication: |
2020
|
|---|---|
| Authors: | Qin, Zhang ; Almeida, Caio |
| Subject: | Machine Learning | Gaussian processes | Bayesian nonparametrics | Options,Kernels | Nichtparametrisches Verfahren | Nonparametric statistics | Optionspreistheorie | Option pricing theory | Bayes-Statistik | Bayesian inference | Künstliche Intelligenz | Artificial intelligence | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/rbfin.v18n4.2020.81913 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437054