Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models

ISSN： 0735-0015

Source： Journal of Business & Economic Statistics, Vol.29, Iss.4, 2011-10, pp. : 468-480

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Pricing Derivatives Incorporating Structural Market Changes and in Time Correlation

By Bladt Mogens Mendez Enrique Padilla Pablo

Stochastic Models, Vol. 24, Iss. 1, 2008-01 ,pp. : 164-183

Taylor & Francis Ltd

Access to resources Recommend Favorite

Deprivation analysis based on Bayesian latent class models

By Machado Carla

Journal of Applied Statistics, Vol. 36, Iss. 8, 2009-08 ,pp. : 871-891

Taylor & Francis Ltd

Access to resources Recommend Favorite

A bayesian analysis of autoregressive models with random normal coefficients

By Thelma Sáfadi

Journal of Statistical Computation and Simulation, Vol. 73, Iss. 8, 2003-08 ,pp. : 563-573

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Bayesian Change-Point Analysis for Software Reliability Models

By Nam Seungmin

Communications in Statistics: Simulation and Computation, Vol. 37, Iss. 9, 2008-11 ,pp. : 1855-1869

Taylor & Francis Ltd

Access to resources Recommend Favorite

Objective Bayesian Analysis for Linear Degradation Models

By Xu Ancha

Communications in Statistics: Theory and Methods, Vol. 41, Iss. 21, 2012-11 ,pp. : 4034-4046

Taylor & Francis Ltd

Access to resources Recommend Favorite