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Risk-Neutrality of RND and Option Pricing within an Entropy Framework.
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- Entropy, 2020, v. 22, n. 8, p. 836, doi. 10.3390/e22080836
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- Article
Nonparametric estimation of quadratic variation using high‐frequency data.
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- Mathematical Methods in the Applied Sciences, 2024, v. 47, n. 5, p. 3053, doi. 10.1002/mma.6863
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- Article
On the convergence of two types of estimators of quadratic variation.
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- Mathematical Methods in the Applied Sciences, 2022, v. 45, n. 18, p. 12206, doi. 10.1002/mma.8007
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- Article
Canonical Least-Squares Monte Carlo Valuation of American Options: Convergence and Empirical Pricing Analysis.
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- Mathematical Problems in Engineering, 2014, p. 1, doi. 10.1155/2014/763751
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- Article
Pricing American Options Using a Nonparametric Entropy Approach.
- Published in:
- Discrete Dynamics in Nature & Society, 2014, p. 1, doi. 10.1155/2014/369795
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- Article