Efficient Derivative Pricing By The Extended Method of Moments
Year of publication: |
2004-07
|
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Authors: | GAGLIARDINI, Patrick ; GOURIEROUX, Christian ; RENAULT, Eric |
Subject: | Derivative Pricing | Trading Activity | GMM | Information Theoretic Estimation | KLIC | Identification | Weak Instrument | Nonparametric Efficiency | Semiparametric Efficiency |
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