A Bayesian Framework of Option Pricing with Stochastic Volatility
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All Author(s) ListWANG, Ying 王?, WONG Hoi Ying, CHOY Boris
Name of ConferenceQuantitative Methods in Finance 2013
Start Date of Conference17/12/2013
Proceedings TitleQuantitative Methods in Finance 2013
Year2013
Month12
Day17
LanguagesEnglish-United Kingdom
KeywordsBayesian; Stochastic Volatility; Option Pricing

Last updated on 2018-24-01 at 12:58