Option pricing under model and parameter uncertainty using predictive densities.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/sac/BunninGR02
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2002
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Option pricing under model and parameter uncertainty using predictive densities.
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option pricing; Bayesian model averaging; sampling-importance resampling; model and parameter uncertainty
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Option pricing under model and parameter uncertainty using predictive densities.
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