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~institution:"Faculty of Economics, University of Cambridge"
~institution:"Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain"
~person:"BAUWENS, LUC"
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Faculty of Economics, University of Cambridge
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Bayesian
option pricing using asymmetric GARCH
BAUWENS, LUC
;
LUBRANO, Michel
-
Center for Operations Research and Econometrics (CORE), …
-
1997
This paper shows how one can compute option prices from a
Bayesian
inference viewpoint, using an econometric model for …
Persistent link: https://www.econbiz.de/10005008451
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