Testing the martingale restriction for option implied densities (Q1025613)

From MaRDI portal
Revision as of 02:56, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Testing the martingale restriction for option implied densities
scientific article

    Statements

    title
    Testing the martingale restriction for option implied densities (English)
    0 references
    author
    Thomas Busch
    0 references
    publication date
    19 June 2009
    0 references
    zbMATH DE Number
    5566849
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1025613&oldid=25940588"
    Powered by MediaWiki