Testing the martingale restriction for option implied densities (Q1025613)

From MaRDI portal
Revision as of 23:16, 10 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Testing the martingale restriction for option implied densities
scientific article

    Statements

    Testing the martingale restriction for option implied densities (English)
    0 references
    0 references
    19 June 2009
    0 references
    0 references