Towards a Bayesian framework for option pricing

Henryk Gzyl Enrique ter Horst Samuel Malone

Published in: CoRR (2006)

Keyphrases

bayesian framework
option pricing
prior knowledge
black scholes
stock price
generative model
decision analysis
black scholes model
gaussian process
bayesian formulation
maximum a posteriori
expectation maximization
real option
decision makers
stock market
probabilistic model
decision making
data sets