MEASURING AND MONITORING THE EFFICIENCY OF MARKETS
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Publication:4602493
DOI10.1142/S0219024917500510zbMath1395.91459OpenAlexW2689489988MaRDI QIDQ4602493
King-Hang Wang, Wim Schoutens, Dilip B. Madan
Publication date: 11 January 2018
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024917500510
Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)
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