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- Central University of VenezuelaVE1 paper
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math.PR2006
Inverse problems for random walks on trees: network tomography
Victor de la Pena, Henryk Gzyl, Patrick McDonald
Let be a finite tree with root and associate to the internal vertices of a collection of transition probabilities for a simple nondegenerate Markov chain. Embedd in…
cs.CE2006
Towards a Bayesian framework for option pricing
Henryk Gzyl, Enrique ter Horst, Samuel Malone
In this paper, we describe a general method for constructing the posterior distribution of an option price. Our framework takes as inputs the prior distributions of the parameters…