Testing the martingale restriction for option implied densities

Thomas Busch

Year of publication:	Dec. 2004 ; [Elektronische Resource]
Other Persons:	Busch, Thomas (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Prognoseverfahren \| Forecasting model \| Optionspreistheorie \| Option pricing theory \| Risikomanagement \| Risk management \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Devisenoption \| Currency option \| US-Dollar \| US dollar \| Pfund Sterling \| Pound Sterling \| Theorie \| Theory \| Statistische Verteilung \| Statistical distribution \| Martingal \| Martingale

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