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Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L. - In: Econometric theory 13 (1997) 6, pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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Asymptotic expansions for random walks with normal errors
Knight, John L. - In: Econometric theory 9 (1993) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001151129
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Asymptotic properties of the maximum-likelihood and nonlinear least-squares estimators for noninvertible moving average models
Tanaka, Katsuto - In: Econometric theory 5 (1989) 3, pp. 333-353
Persistent link: https://www.econbiz.de/10001079352
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The Cumulant Generating Function Estimation Method: Implementation and Asymptotic Efficiency
Knight, John L.; Satchell, Stephen E. - In: Econometric theory 13 (1997) 2, pp. 170-184
Persistent link: https://www.econbiz.de/10006998465
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Existence of Unbiased Estimators of the Black-Scholes Option Price, Other Derivatives, and Hedge Ratios
Knight, John L.; Satchell, Stephen E. - In: Econometric theory 13 (1997) 6, pp. 791-807
Persistent link: https://www.econbiz.de/10006995386
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The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio; Satchell, Stephen - In: Econometric theory 20 (2004) 3, pp. 535-562
Persistent link: https://www.econbiz.de/10002068268