Journal article

Pricing Australian S&P200 options: A Bayesian approach based on generalized distributional forms

DB Flynn, SD Grose, GM Martin, VL Martin

Australian & New Zealand Journal of Statistics | WILEY | Published : 2005

DOI: 10.1111/j.1467-842X.2005.00375.x

University of Melbourne Researchers

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Keywords

Science & Technology
Mathematics
Skewness
Option Price Prediction
Stochastic Volatility
Statistics & Probability
Implied Volatility Smiles
Bayesian Option Pricing
Physical Sciences
Time-Varying Volatility
Leptokurtosis