"Bayesian option pricing using mixed normal heteroskedasticity models."

Jeroen V. K. Rombouts, Lars Stentoft (2014)

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DOI: 10.1016/J.CSDA.2013.06.023

access: closed

type: Journal Article

metadata version: 2023-09-30

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Jeroen V. K. Rombouts, Lars Stentoft:
Bayesian option pricing using mixed normal heteroskedasticity models. Comput. Stat. Data Anal. 76: 588-605 (2014)

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