Work

Bayesian analysis of the Black-Scholes option price

Year: 2007

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-075068321-0.50007-8

Authors: Theo Darsinos, Stephen Satchell

Institution: University of Cambridge

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: A.G. Leventis Foundation

OpenAlex ID: W1491486576

FWCI:

Cites: 58

Cited by: 16

Related to: 10