欧洲期权套期保值非参数测度变化的模拟检验

{"title":"欧洲期权套期保值非参数测度变化的模拟检验","authors":"Godfrey Smith","doi":"10.1016/J.FRL.2012.11.002","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2013-02-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Simulated Testing of Nonparametric Measure Changes for Hedging European Options\",\"authors\":\"Godfrey Smith\",\"doi\":\"10.1016/J.FRL.2012.11.002\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":11744,\"journal\":{\"name\":\"ERN: Nonparametric Methods (Topic)\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-02-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Nonparametric Methods (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1016/J.FRL.2012.11.002\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Nonparametric Methods (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/J.FRL.2012.11.002","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}