Non-parametric Tests for the Martingale Restriction: A New Approach
Year of publication: |
2013-10-14
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Authors: | Guo, Biao ; Han, Qian ; Ryu, Doojin |
Subject: | Martingale restriction | Emerging market | Arbitrage | Option pricing | Non-parametric | Risk-neutral density |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | published Number 2013-10-14 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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