Bayesian estimation of financial models

Accounting and Finance

Volumn 42, Issue 2, 2002, Pages 111-130

  Gray, Philip ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Bayesian estimation; Black Scholes, maximum likelihood estimation; Short rate model

Indexed keywords

EID: 4444230515     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/1467-629X.00070     Document Type: Article

References (25)

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