Use of Bayesian Estimates to determine the Volatility...

Journal of Risk and Financial Management 2011 / 12 Vol. 4; Iss. 1

Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models

Ho, Shu, Lee, Alan, Marsden, Alastair
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Volume:
4
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm4010074
Date:
December, 2011
File:
PDF, 248 KB
english, 2011
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