@techreport{79b5e2d4fe9f4096aba78df7ecec28c1,
title = "The integrated volatility implied by option prices, a Bayesian approach",
keywords = "Bayesian inference, hypermodel, implied integrated volatility, MCMC sampling, quadratic variation, stochastic volatility, Bayesian inference, hypermodel, implied integrated volatility, MCMC sampling, quadratic variation, stochastic volatility, Bayesian inference, hypermodel, implied integrated volatility, MCMC sampling, quadratic variation, stochastic volatility",
author = "Ruth Kaila",
year = "2008",
language = "English",
isbn = "978-951-22-9316-2",
series = "Helsinki University of Technology, Institute of Mathematics, Research Reports",
number = "A545",
type = "WorkingPaper",
}