Financial options and statistical prediction intervals (Q1431433): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
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+The Distribution of Realized Exchange Rate Volatility
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+Coherent Measures of Risk
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+Prediction and asymptotics
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Martingale estimation functions for discretely observed diffusion processes
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+A hyperbolic diffusion model for stock prices
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+Dynamic spanning without probabilities
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+The Pricing of Options and Corporate Liabilities
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+A Theory of the Term Structure of Interest Rates
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+Estimation of the coefficients of a diffusion from discrete observations
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+On the Decomposition of Continuous Submartingales
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+Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
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+The existence of absolutely continuous local martingale measures
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+ON CONTINUOUS MARTINGALES
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+Robustness of the Black and Scholes Formula
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+On estimating the diffusion coefficient from discrete observations
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+Parameter estimation for discretely observed stochastic volatility models
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+Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
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+Calcul stochastique et problèmes de martingales
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+Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+Conservative delta hedging.
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+Inference for volatility-type objects and implications for hedging
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+ANOVA for diffusions and Itō processes
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+Convergence of stochastic processes
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+An equilibrium characterization of the term structure
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