Pages that link to "Item:Q1036915"
From MaRDI portal
The following pages link to Strong consistency of the empirical martingale simulation option price estimator (Q1036915):
Displaying 5 items.
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- Empirical martingale simulation for asset prices (Q2784025) (← links)
- A Modified Empirical Martingale Simulation for Financial Derivative Pricing (Q2815364) (← links)
- Asymptotic Distribution of the EMS Option Price Estimator (Q3114720) (← links)
- Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions (Q3117854) (← links)