![Options / Finance / Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Implied volatility / Black–Scholes / Mixture model / Time series / Mathematical finance / Financial economics / Statistics Options / Finance / Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Implied volatility / Black–Scholes / Mixture model / Time series / Mathematical finance / Financial economics / Statistics](https://www.pdfsearch.io/img/10209f43104c073c2240440cd37f9c39.jpg) Date: 2011-09-21 09:12:59Options 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 ManagementAdd to Reading ListSource URL: www.econ.au.dkDownload Document from Source Website File Size: 487,61 KBShare Document on Facebook
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