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Efficient Derivative Pricing by the Extended Method of Moments
Gagliardini, P.; Gourieroux, C.; Renault, E. - In: Econometrica 79 (2011) 4, pp. 1181-1232
Persistent link: https://www.econbiz.de/10009216130
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Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
Gouriéroux, C.; Monfort, A.; Zakoïan, J-M. - In: Econometrica 87 (2019) 1, pp. 327-345
Persistent link: https://www.econbiz.de/10012097956