Non-arbitrage in financial markets: a bayesian approach for verification (2012)
- Authors:
- Autor USP: STERN, JULIO MICHAEL - IME
- Unidade: IME
- DOI: 10.1063/1.4759592
- Assunto: INFERÊNCIA BAYESIANA
- Language: Inglês
- Imprenta:
- Publisher: AIP
- Publisher place: Melville, NY
- Date published: 2012
- Source:
- Título: AIP Conference Proceedings
- Volume/Número/Paginação/Ano: v. 1490, n. 1, p. 87-96, 2012
- Conference titles: Brazilian Meeting On Bayesian Statistics - EBEB
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: bronze
-
ABNT
CEZARETTI, F. V e STERN, Julio Michael. Non-arbitrage in financial markets: a bayesian approach for verification. AIP Conference Proceedings. Melville, NY: AIP. Disponível em: https://doi.org/10.1063/1.4759592. Acesso em: 14 nov. 2024. , 2012 -
APA
Cezaretti, F. V., & Stern, J. M. (2012). Non-arbitrage in financial markets: a bayesian approach for verification. AIP Conference Proceedings. Melville, NY: AIP. doi:10.1063/1.4759592 -
NLM
Cezaretti FV, Stern JM. Non-arbitrage in financial markets: a bayesian approach for verification [Internet]. AIP Conference Proceedings. 2012 ; 1490( 1): 87-96.[citado 2024 nov. 14 ] Available from: https://doi.org/10.1063/1.4759592 -
Vancouver
Cezaretti FV, Stern JM. Non-arbitrage in financial markets: a bayesian approach for verification [Internet]. AIP Conference Proceedings. 2012 ; 1490( 1): 87-96.[citado 2024 nov. 14 ] Available from: https://doi.org/10.1063/1.4759592 - Active set methods for problems in column block angular form
- Cognitive-constructivism, Quine, dogmas of empiricism, and Münchhausen’s trilemma
- Application of Bayesian analysis to estimation of parametric distributions of complex survey data under informative sampling
- Intraday trading volume and non-negative matrix factorization
- Dynamic oppositional symmetries for color, Jungian and Kantian categories
- Continuous versions of Haack’s puzzles: equilibria, eigen-states and ontologies
- Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test
- Haphazard intentional sampling techniques in network design of monitoring stations
- Karl Pearson and the logic of science: renouncing causal understanding (the bride) and inverted spinozism
- Sequential estimation of ratios, with application to Bayesian analysis
Informações sobre o DOI: 10.1063/1.4759592 (Fonte: oaDOI API)
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
