Implicit Bayesian inference using option prices

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9 Citations (Scopus)

Original language	English
Pages (from-to)	437 - 462
Number of pages	26
Journal	Journal of Time Series Analysis
Volume	26
Issue number	3
DOIs	https://doi.org/10.1111/j.1467-9892.2005.00410.x
Publication status	Published - 2005

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@article{cae120ea336c4bc5bb2647564908c993,

title = "Implicit Bayesian inference using option prices",

author = "Martin, {Gael Margaret} and Forbes, {Catherine Scipione} and Martin, {Vance L}",

year = "2005",

doi = "10.1111/j.1467-9892.2005.00410.x",

language = "English",

volume = "26",

pages = "437 -- 462",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

number = "3",

}

TY - JOUR

T1 - Implicit Bayesian inference using option prices

AU - Martin, Gael Margaret

AU - Forbes, Catherine Scipione

AU - Martin, Vance L

PY - 2005

Y1 - 2005

U2 - 10.1111/j.1467-9892.2005.00410.x

DO - 10.1111/j.1467-9892.2005.00410.x

M3 - Article

VL - 26

SP - 437

EP - 462

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

SN - 0143-9782

IS - 3

ER -