Conditional distribution sampling: the posterior conditional distribution may directly be sampled using Metropolis-Hastings algorithm Empirical Bayesian Estimators (EBEs) or Maximum A Posteriori (MAP) ...
implied variance smile at a single expiry with five parameters: w(k) = a + b * ( rho*(k - m) + sqrt((k - m)^2 + sigma^2) ) where k = log(K/F) is the log-moneyness (log of strike over forward price).
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