Alternate Title: Classical and Bayesian estimation of volatility in the Black-Scholes model. (English)

المؤلفون: CANGREJO ESQUIVEL, ÁLVARO JAVIER, TOVAR CUEVAS, JOSÉ RAFAEL, GARCÍA, ISABEL CRISTINA, MANOTAS DUQUE, DIEGO FERNANDO

المصدر: Revista de Metodos Cuantitativos para la Economia y la Empresa; dic2022, Vol. 34, p237-262, 26p

مصطلحات موضوعية: EXTREME value theory, MAXIMUM likelihood statistics, BLACK-Scholes model, DERIVATIVE securities, FINANCIAL markets