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Implied probabilities in GMM estimators

Back, Kerry E. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 971-975

Persistent link: https://www.econbiz.de/10001147098

GMM, maximum likelihood, and nonparametric efficiency

Back, Kerry E. - In: Economics letters 39 (1992) 1, pp. 23-28

Persistent link: https://www.econbiz.de/10001129241

Implied Probabilities in GMM Estimators

Back, Kerry; Brown, David P. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 971-976

Persistent link: https://www.econbiz.de/10006805372

Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003

Back, Kerry E. (contributor); Frittelli, Marco (ed.); … - 2004

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and...