Pages that link to "Item:Q4639589"
From MaRDI portal
The following pages link to Multi-asset empirical martingale price estimators derivatives (Q4639589):
Displaying 6 items.
- Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- Asymptotic distribution of the EPMS estimator for financial derivatives pricing (Q1623433) (← links)
- A Modified Empirical Martingale Simulation for Financial Derivative Pricing (Q2815364) (← links)
- Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)