Pages that link to "Item:Q2347729"
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The following pages link to The fine structure of equity-index option dynamics (Q2347729):
Displayed 8 items.
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
- Informative option portfolios in filter design for option pricing models (Q5014228) (← links)