Search Results for author:
Found 2 papers, 0 papers with code
Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach
We identify the model coefficients from the measured data and attempt to find arbitrage opportunities in different financial markets using a Bayesian inference approach, which is presented as an IOP solution.
The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets
This study investigates the impacts of asymmetry on the modeling and forecasting of realized volatility in the Japanese futures and spot stock markets.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
