We thank Trent Carmichael, Diana Auerswald, and Joe Grotowski for their valuable comments and suggestions as well as participants of the 25th Australasian Finance and Banking Conference 2012 and seminar participants at the University of Queensland.
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options
Version of Record online: 22 FEB 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 4, pages 320–345, April 2014
How to Cite
Alcock, J. and Smith, G. (2014), Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options. J. Fut. Mark., 34: 320–345. doi: 10.1002/fut.21602
- Issue online: 4 MAR 2014
- Version of Record online: 22 FEB 2013
- Manuscript Accepted: 24 DEC 2012
- Manuscript Received: 3 SEP 2012
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