4 results
13 - Calibration by simulation for small sample bias correction
-
-
- Book:
- Simulation-based Inference in Econometrics
- Published online:
- 04 August 2010
- Print publication:
- 20 July 2000, pp 328-358
-
- Chapter
- Export citation
Super-replication in stochastic volatility models under portfolio constraints
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 36 / Issue 2 / June 1999
- Published online by Cambridge University Press:
- 14 July 2016, pp. 523-545
- Print publication:
- June 1999
-
- Article
- Export citation
Hedging in discrete time under transaction costs and continuous-time limit
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 36 / Issue 1 / March 1999
- Published online by Cambridge University Press:
- 14 July 2016, pp. 163-178
- Print publication:
- March 1999
-
- Article
- Export citation
TESTING FOR EMBEDDABILITY BY STATIONARY REVERSIBLE CONTINUOUS-TIME MARKOV PROCESSES
-
- Journal:
- Econometric Theory / Volume 14 / Issue 6 / December 1998
- Published online by Cambridge University Press:
- 01 December 1998, pp. 744-769
-
- Article
- Export citation