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Drift estimation of generalized security price processes from high frequency derivative prices
Pandher, Gurupdesh S. - In: Review of derivatives research 4 (2000) 3, pp. 263-284
Persistent link: https://www.econbiz.de/10001596721
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Estimation of excess returns for derivative prices and testing for risk neutral pricing
Pandher, Gurupdesh S. - In: Econometric theory 17 (2001) 4, pp. 785-819
Persistent link: https://www.econbiz.de/10001606798
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Regression-based modeling of market option prices : with application to S&P500 options
Pandher, Gurupdesh S. - In: Journal of forecasting 26 (2007) 7, pp. 475-495
Persistent link: https://www.econbiz.de/10003593891