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~person:"Busch, Thomas"
~subject:"Effizienzmarkthypothese"
~subject:"Estimation"
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Effizienzmarkthypothese
Estimation
Currency option
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Martingal
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Martingale
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Option pricing theory
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Busch, Thomas
Todorov, Viktor
11
Tauchen, George Eugene
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Li, Jia
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Review of derivatives research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003829557
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2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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