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subject:"Option pricing theory"
~person:"Ñíguez, Trino-Manuel"
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Option pricing theory
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Ñíguez, Trino-Manuel
Härdle, Wolfgang
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Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2016
Persistent link: https://www.econbiz.de/10011799240
Saved in:
2
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
3
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
4
Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
4
,
pp. 600-627
Persistent link: https://www.econbiz.de/10010219893
Saved in:
5
Multivariate Gram-Charlier densities
Brio González, Esther B. del
;
Ñíguez, Trino-Manuel
; …
-
2008
Persistent link: https://www.econbiz.de/10003827531
Saved in:
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