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• Robert A Jarrow

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 94 (2000)
Issue (Month): 1-2 ()
Pages: 145-180
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Handle: RePEc:eee:econom:v:94:y:2000:i:1-2:p:145-180

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4. Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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5. Alexander David & Pietro Veronesi, 1998. "Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities," CRSP working papers 485, Center for Research in Security Prices, Graduate School of Business, University of Chicago. [Downloadable!]
6. Jeroen V.K. Rombouts & Lars Stentoft, 2009. "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity," Cahiers de recherche 0926, CIRPEE. [Downloadable!]

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