Bayesian statistical inference for European options with stock liquidity. | |
Gao, R; Li, YQ; Lin, LS | |
刊名 | Physica A |
2019 | |
卷号 | Vol.518页码:312-322 |
关键词 | Bayesian statistical method Metropolis-within-Gibbs algorithm Option pricing Stock liquidity |
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/4613520 |
专题 | 湖南大学 |
作者单位 | Hunan Univ, Coll Math & Econometr, Changsha 410082, Hunan, Peoples R China |
推荐引用方式 GB/T 7714 | Gao, R,Li, YQ,Lin, LS. Bayesian statistical inference for European options with stock liquidity.[J]. Physica A,2019,Vol.518:312-322. |
APA | Gao, R,Li, YQ,&Lin, LS.(2019).Bayesian statistical inference for European options with stock liquidity..Physica A,Vol.518,312-322. |
MLA | Gao, R,et al."Bayesian statistical inference for European options with stock liquidity.".Physica A Vol.518(2019):312-322. |
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