Bayesian Option Pricing using Asymmetric Garch Models.
Year of publication: |
2000
|
---|---|
Authors: | Bauwens, L. ; Lubrano, M. |
Institutions: | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) |
Subject: | PRICING | EXPECTATIONS | ECONOMETRIC MODELS |
-
Bayesian Option Pricing Using Asymmetric GARCH
Bauwens, L., (1997)
-
Bayesian option pricing using mixed normalheteroskedasticity models
Rombouts, Jeroen, (2009)
-
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
Rombouts, Jeroen V.K., (2009)
- More ...
-
Bayesian Option Pricing Using Asymmetric GARCH
Bauwens, L., (1997)
-
Bayesian Inference on GARCH Models Using the Gibbs Sampler.
Bauwens, L., (1996)
-
Bayesian inference in dynamic econometric models
Bauwens, Luc, (1999)
- More ...