The following pages link to René Garcia (Q278037):
Displaying 18 items.
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- The option CAPM and the performance of hedge funds (Q656073) (← links)
- Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Pricing and hedging derivative securities with neural networks and a homogeneity hint (Q1969815) (← links)
- A family of complex Kleinian split solvable groups (Q2091187) (← links)
- Smooth knot limit sets of the complex hyperbolic plane (Q2161102) (← links)
- Nonparametric assessment of hedge fund performance (Q2294447) (← links)
- The long and the short of the risk-return trade-off (Q2347734) (← links)
- Representation formulas for Malliavin derivatives of diffusion processes (Q2488484) (← links)
- (Q2771103) (← links)
- (Q2880924) (← links)
- Asymptotic Properties of Monte Carlo Estimators of Derivatives (Q3115936) (← links)
- Proper Conditioning for Coherent VaR in Portfolio Management (Q3116094) (← links)
- Disequilibrium Econometrics for Business Loans (Q4131981) (← links)
- A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models (Q4213037) (← links)
