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  • Search: subject:"simulation-based Bayesian approach"
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Year of publication
Subject
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Bayes-Statistik 1 Bayesian inference 1 CAPM 1 Derivat 1 Derivative 1 Estimation 1 Interest rate derivative 1 LIBOR futures options 1 Option pricing theory 1 Optionspreistheorie 1 Schätzung 1 Simulation 1 Zinsderivat 1 pricing kernels 1 simulation-based Bayesian approach 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Coakley, Jerry 1 Kuo, Jing-Ming 1 Liu, Xiaoquan 1
Published in...
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The European journal of finance 1
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ECONIS (ZBW) 1
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A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan; Kuo, Jing-Ming; Coakley, Jerry - In: The European journal of finance 21 (2015) 1/3, pp. 93-110
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010519972
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