The authors consider a general calibration problem for derivative pricing models, which they reformulate into a Bayesian framework to attain posterior distributions for model parameters. They then ...

We consider the Bayes estimator δ0 for a Gaussian signal process observed in the presence of additive Gaussian noise under contamination of the signal or noise by QN ...

Bayesian approaches have emerged as powerful tools in forensic anthropology, particularly in the domain of age estimation. By integrating prior knowledge with new observational data, these methods ...

The aim of operational risk modeling is to provide a reasonably accurate, reasonably precise and reasonably robust estimation of capital requirements, including a level of sensitivity that is ...