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Search: subject:"empirical Esscher transform"
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Estimation theory
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empirical Esscher transform
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Pereira, Manoel
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Pereira, Manoel F. de S.
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Revista Brasileira de Finanças : RBFin
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Nonparametric option pricing under Beta-t-GARCH process with dynamic conditional score
Pereira, Manoel F. de S.
;
Veiga, Alvaro
- In:
Revista Brasileira de Finanças : RBFin
21
(
2023
)
3
,
pp. 73-98
Persistent link: https://www.econbiz.de/10014442582
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2
Nonparametric estimation of risk-neutral distribution via the
empirical
Esscher
transform
Pereira, Manoel
;
Veiga, Alvaro
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
2
,
pp. 167-195
Persistent link: https://www.econbiz.de/10011896819
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