1 citations · 1 across the 3 of their papers we have counts for
3 papers
math-ph2008★ 1 cited
Predictive approach to some quantum paradoxes
Henryk Gzyl
In classical probability theory, the best predictor of a future observation of a random variable is its expected value when no other information is available When inf…
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…