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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Martingal
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
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Journal of econometrics
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Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774664
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
The minimum maximum of a continuous martingale with given initial and terminal laws
Hobson, David G.
;
Pedersen, J. L.
-
2000
Persistent link: https://www.econbiz.de/10001500117
Saved in:
5
Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael
-
2000
Persistent link: https://www.econbiz.de/10001456710
Saved in:
6
Simulated moment methods for empirical equivalent martingale measures
Christensen, Bent Jesper
;
Kiefer, Nicholas Maximilian
-
1999
Persistent link: https://www.econbiz.de/10001393943
Saved in:
7
A simple regime switching term structure model/ A. Trolle Hansen and R. Poulsen
Hansen, Asbjørn Trolle
;
Poulsen, Rolf
-
1999
Persistent link: https://www.econbiz.de/10009779514
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