Testing the martingale restriction for option implied densities
type: Item
instance of: scholarly article
title: Testing the martingale restriction for option implied densities
zbMATH Open document ID: 1163.91516
author: Thomas Busch
published in: Review of Derivatives Research
publication date: 2009-06-19T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5566849
MaRDI profile type: Publication
full work available at URL: s11147-008-9024-z
OpenAlex ID: W2034633197
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DOI: 10.1007/S11147-008-9024-Z
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description: scientific article; zbMATH DE number 5566849