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stat.AP2025
Bayesian Inference of Geometric Brownian Motion: An Extension with Jumps
Yifei Yan, Juan Sosa, Carlos Martínez
This analysis derives the maximum likelihood estimator and applies Bayesian inference to model geometric Brownian motion, incorporating jump diffusion to account for sudden market…
stat.AP2025★ 1 cited
Advances in Bayesian Modeling: Applications and Methods
Yifei Yan, Juan Sosa, Carlos A. Martínez
This paper explores the versatility and depth of Bayesian modeling by presenting a comprehensive range of applications and methods, combining Markov chain Monte Carlo (MCMC) techni…