Testing the martingale restriction for option implied densities (Q1025613)
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scientific article; zbMATH DE number 5566849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the martingale restriction for option implied densities |
scientific article; zbMATH DE number 5566849 |
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Testing the martingale restriction for option implied densities (English)
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19 June 2009
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0.8504108
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0.8449199
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0.8374807
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0.83601856
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0.83483016
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0.83185166
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0.8305666
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