Robust calibration of financial models using Bayesian estimators

Alok Gupta; Christoph Reisinger

Year of publication:	2014
Authors:	Gupta, Alok ; Reisinger, Christoph
Published in:	The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 17.2014, 4, p. 3-36
Subject:	Bayes-Statistik \| Bayesian inference \| Schätztheorie \| Estimation theory \| Robustes Verfahren \| Robust statistics \| Modellierung \| Scientific modelling

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