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	Bayesian statistical inference for European options with stock liquidity
	Rui Gao; Yaqiong Li; Lisha Lin
刊名	Physica A: Statistical Mechanics and its Applications
	2019
卷号	Vol.518页码:312-322
关键词	Option pricing Stock liquidity Bayesian statistical method Metropolis-within-Gibbs algorithm
ISSN号	0378-4371
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4603698
专题	湖南大学
作者单位	College of Mathematics and Econometrics, Hunan University, Changsha 410082, China
推荐引用方式 GB/T 7714	Rui Gao,Yaqiong Li,Lisha Lin. Bayesian statistical inference for European options with stock liquidity[J]. Physica A: Statistical Mechanics and its Applications,2019,Vol.518:312-322.
APA	Rui Gao,Yaqiong Li,&Lisha Lin.(2019).Bayesian statistical inference for European options with stock liquidity.Physica A: Statistical Mechanics and its Applications,Vol.518,312-322.
MLA	Rui Gao,et al."Bayesian statistical inference for European options with stock liquidity".Physica A: Statistical Mechanics and its Applications Vol.518(2019):312-322.

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