Pages that link to "Item:Q3114720"
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The following pages link to Asymptotic Distribution of the EMS Option Price Estimator (Q3114720):
Displaying 7 items.
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
- Asymptotic distribution of the EPMS estimator for financial derivatives pricing (Q1623433) (← links)
- Empirical martingale simulation for asset prices (Q2784025) (← links)
- A Modified Empirical Martingale Simulation for Financial Derivative Pricing (Q2815364) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions (Q3117854) (← links)