Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices
Author | : Catherine S. Forbes |
Publisher | : |
Total Pages | : 40 |
Release | : 2002 |
ISBN-10 | : 0732610931 |
ISBN-13 | : 9780732610937 |
Rating | : 4/5 (31 Downloads) |
Book Synopsis Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices by : Catherine S. Forbes
Download or read book Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices written by Catherine S. Forbes and published by . This book was released on 2002 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: