A new class of Bayesian semi-parametric models with...

A new class of Bayesian semi-parametric models with applications to option pricing

Kacperczyk, Marcin, Damien, Paul, Walker, Stephen G.
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Volume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.712212
Date:
June, 2013
File:
PDF, 1.36 MB
english, 2013
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