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On a Statistical Analysis of Implied Data

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  • Hajime Takahashi

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  • Hajime Takahashi, 2011. "On a Statistical Analysis of Implied Data," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(3), pages 231-266, September.
    • Handle: RePEc:kap:apfinm:v:18:y:2011:i:3:p:231-266
    DOI: 10.1007/s10690-010-9124-2
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    References listed on IDEAS

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    1. Duffie, Darrell & Singleton, Kenneth J, 1999. "Modeling Term Structures of Defaultable Bonds," The Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 687-720.
    2. Harrison, J. Michael & Pliska, Stanley R., 1981. "Martingales and stochastic integrals in the theory of continuous trading," Stochastic Processes and their Applications, Elsevier, vol. 11(3), pages 215-260, August.
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