Bayesian analysis of contingent claim model error
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- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002.
"Bayesian Analysis of Stochastic Volatility Models,"
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- repec:bla:restud:v:65:y:1998:i:3:p:361-93 is not listed on IDEAS
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- Mark Rubinstein., 1994. "Implied Binomial Trees," Research Program in Finance Working Papers RPF-232, University of California at Berkeley.
- Platen, Eckhard & Martin Schweizer, 1994. "On Smile and Skewness," Discussion Paper Serie B 302, University of Bonn, Germany. Full references (including those not matched with items on IDEAS)