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SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION
BELOMESTNY, DENIS, HÄRDLE, WOLFGANG KARL, KRYMOVA, EKATERINAVolume:
20
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024917500418
Date:
September, 2017
File:
PDF, 753 KB
english, 2017