Efficient Derivative Pricing by the Extended Method of Moments (Q3165269)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Derivative Pricing by the Extended Method of Moments |
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Efficient Derivative Pricing by the Extended Method of Moments (English)
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26 October 2012
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derivative pricing
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trading activity
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GMM
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information theoretic estimation
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KLIC
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identification
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weak instrument
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nonparametric efficiency
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semiparametric efficiency
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