Pages that link to "Item:Q2815364"
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The following pages link to A Modified Empirical Martingale Simulation for Financial Derivative Pricing (Q2815364):
Displaying 6 items.
- 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)
- Hedging barrier options in GARCH models with transaction costs (Q2802880) (← links)
- Asymptotic Distribution of the EMS Option Price Estimator (Q3114720) (← links)
- Multi-asset empirical martingale price estimators derivatives (Q4639589) (← links)