A new modular approximate Bayesian inference approach generates probabilistic option price predictions from multiple data sources using only the theoretical pricing model, without an explicit statistical model for option prices.
T., Maneesoonthorn, W., Martin, G
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Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
A new modular approximate Bayesian inference approach generates probabilistic option price predictions from multiple data sources using only the theoretical pricing model, without an explicit statistical model for option prices.