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accessRights:"free"
type_genre:"No longer published / No longer aquired"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~subject:"Nichtparametrisches Verfahren"
~subject:"Pregnancy"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Nachschlagewerk"
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Nonparametric option pricing under Beta-t-GARCH process with dynamic conditional score
Pereira, Manoel F. de S.
;
Veiga, Alvaro
- In:
Revista Brasileira de Finanças : RBFin
21
(
2023
)
3
,
pp. 73-98
Persistent link: https://www.econbiz.de/10014442582
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2
Nonparametric estimation of risk-neutral distribution via the empirical Esscher transform
Pereira, Manoel
;
Veiga, Alvaro
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
2
,
pp. 167-195
Persistent link: https://www.econbiz.de/10011896819
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