Bayesian estimation of the Heston volatility model
Sylvia Frühwirth-Schnatter and Leopold Sögner
| Year of publication: |
2003
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|---|---|
| Authors: | Frühwirth-Schnatter, Sylvia ; Sögner, Leopold |
| Published in: |
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) : Klagenfurt, September 2 - 5, 2002. - Berlin : Springer, ISBN 3-540-00387-8. - 2003, p. 480-485
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| Subject: | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Operations research proceedings 2002 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001752050