Pages that link to "Item:Q1623433"
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The following pages link to Asymptotic distribution of the EPMS estimator for financial derivatives pricing (Q1623433):
Displaying 5 items.
- Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
- Hedging barrier options in GARCH models with transaction costs (Q2802880) (← links)
- A Modified Empirical Martingale Simulation for Financial Derivative Pricing (Q2815364) (← links)
- Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions (Q3117854) (← links)
- Multi-asset empirical martingale price estimators derivatives (Q4639589) (← links)