DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION

DOI10.1017/S0266466603195047zbMath1441.62574OpenAlexW3123744952MaRDI QIDQ4561981

Karim M. Abadir, Michael Rockinger

Publication date: 14 December 2018

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466603195047

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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