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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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Document Date: 2011-09-21 09:12:59

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File Size: 487,61 KB

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Durham / /

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Renault / /

Country

Canada / /

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University of Aarhus / Tilburg University / Catholic University of Louvain / Boston University / Management University of Aarhus Building / Institute of Applied Economics / /

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Danish National Research Foundation / Tilburg University / Center for Research / Economics and Management University of Aarhus Building / Lars Stentoft School of Economics / University of Aarhus / Boston University / Department of Finance / Catholic University of Louvain / Institute of Applied Economics / /

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Heston / Kim / Pond / Nandi / Tucker / Bakshi / Eric Renault / Kris Jacobs / Kon / /

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C / /

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