Bayesian analysis of contingent claim model error

Journal of Econometrics

Volumn 94, Issue 1-2, 2000, Pages 145-180

  Jacquier, Eric ^a   Jarrow, Robert ^b  

^a BOSTON COLLEGE   (United States)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038474842     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00020-2     Document Type: Article

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