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Author:

Teng, Huei-Wen

Title:

Bayesian nonparametric approaches for financial option pricing

Graduate Program:

Statistics

Keywords:

the Greeks
asset pricing
risk management
financial options
nonparametric methods
Markov chain Monte Carlo simulation
modeling
Bayesian analysis
the state price density

File:

Download Wen-Dissertation.pdf

Committee Members:

John Liechty, Committee Chair/Co-Chair
Jingzhi (Jay) Huang, Committee Member
Murali Haran, Committee Member
Zhibiao Zhao, Committee Member