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Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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Power variation and time change
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
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Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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Empirical likelihood based hypothesis testing
Einmahl, John H. J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718063
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Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
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Hypergeometric group testing with incomplete information
Bar-Lev, Shaul K. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692511
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Group testing models with processing times and incomplete identification
Bar-Lev, Shaul K. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692512
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212