ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING (Q4807266): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1017/s0266466601174062 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3125392324 / rank | |||
Normal rank |
Latest revision as of 11:14, 30 July 2024
scientific article; zbMATH DE number 1911744
Language | Label | Description | Also known as |
---|---|---|---|
English | ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING |
scientific article; zbMATH DE number 1911744 |
Statements
ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING (English)
0 references
18 May 2003
0 references
quasi-likelihood
0 references
derivative claims
0 references