Posterior histogram and posterior kernel density for parameters under liquidity measure RDV.

<p>Posterior histogram and posterior kernel density for parameters under liquidity measure RDV.</p>

Saved in:

Bibliographic Details
Main Author:	Rui Gao (247606) (author)
Other Authors:	Yanfei Bai (17060992) (author)
Published:	2023
Subjects:	Biotechnology Science Policy Infectious Diseases Plant Biology Mathematical Sciences not elsewhere classified Information Systems not elsewhere classified traditional estimation methods global financial markets empirical results show conduct statistical inferences predicting quanto options option prices based evaluating option prices made liquidity risk proposed method considers conduct posterior inference pricing quanto options quanto options option prices liquidity risk proposed method posterior distribution bayesian method xlink "> significant factor pricing problem pricing formula parameter uncertainty parameter estimations paper investigates numerical algorithm model parameters likelihood function increasing volatility first derive
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items