Bayesian option pricing using mixed normal heteroskedasticity models

Jeroen V. K. Rombouts and Lars Stentoft

Year of publication:	2009
Authors:	Rombouts, Jeroen V. K. ; Stentoft, Lars
Publisher:	Århus : School of Economics and Management
Subject:	Optionspreistheorie \| Option pricing theory \| Bayes-Statistik \| Bayesian inference \| Heteroskedastizität \| Heteroscedasticity \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| USA \| United States \| 2006

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003849502

A service of the