"Option pricing under model and parameter uncertainty using predictive ..."

Francis Oliver Bunnin, Yike Guo, Yuhe Ren (2002)

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DOI: 10.1023/A:1013116204872

access: closed

type: Journal Article

metadata version: 2024-10-06

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Francis Oliver Bunnin, Yike Guo, Yuhe Ren:
Option pricing under model and parameter uncertainty using predictive densities. Stat. Comput. 12(1): 37-44 (2002)

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