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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Autocorrelation"
~subject:"Forecasting model"
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Testing the martingale restriction for option implied densities
Busch, Thomas
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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