Imperial College London
Alternate

ProfessorMarcinKacperczyk

Business School

Professor of Finance
 
 
 
//

Contact

 

+44 (0)20 7594 2635m.kacperczyk CV

 
 
//

Location

 

2.0253 Prince's GateSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@article{Kacperczyk:2013:10.1080/14697688.2012.712212,
author = {Kacperczyk, M and Damien, P and Walker, SG},
doi = {10.1080/14697688.2012.712212},
journal = {QUANTITATIVE FINANCE},
pages = {967--980},
title = {A new class of Bayesian semi-parametric models with applications to option pricing},
url = {http://dx.doi.org/10.1080/14697688.2012.712212},
volume = {13},
year = {2013}
}
Download

RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Kacperczyk,M
AU  - Damien,P
AU  - Walker,SG
DO  - 10.1080/14697688.2012.712212
EP  - 980
PY  - 2013///
SN  - 1469-7688
SP  - 967
TI  - A new class of Bayesian semi-parametric models with applications to option pricing
T2  - QUANTITATIVE FINANCE
UR  - http://dx.doi.org/10.1080/14697688.2012.712212
UR  - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000320358200013&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL  - 13
ER  -
Download