CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management

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Date: 2011-09-21 09:12:59 Options Finance Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Implied volatility Black–Scholes Mixture model Time series Mathematical finance Financial economics Statistics		CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management Add to Reading List Source URL: www.econ.au.dk Download Document from Source Website File Size: 487,61 KB Share Document on Facebook

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