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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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