Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach
No-arbitrage property provides a simple method for pricing financial derivatives. However, arbitrage opportunities exist in various fields, even for a very short time. By knowing that an arbitrage property exists, we can adopt a financial trading strategy. This paper investigates the inverse option...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-02-01
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| Series: | Results in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037422000760 |