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A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
Casarin, Roberto, Leisen, Fabrizio, Molina, German, ter Horst, EnriqueVolume:
10
Language:
english
Journal:
Bayesian Analysis
DOI:
10.1214/15-BA960SI
Date:
December, 2015
File:
PDF, 568 KB
english, 2015