Option pricing under model and parameter uncertainty using predictive densities
- 1 January 2002
- journal article
- research article
- Published by Springer Nature in Statistics and Computing
- Vol. 12 (1) , 37-44
- https://doi.org/10.1023/a:1013116204872
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Pricing and hedging derivative securities in markets with uncertain volatilitiesApplied Mathematical Finance, 1995