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Martingale theory / Finance / Options / Mathematical finance / Risk-neutral measure / Forward contract / Forward price / Semimartingale / Martingale / Statistics / Financial economics / Stochastic processes


What Type of Process Underlies Options? A Simple Robust Test∗ P ETER C ARR†
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Document Date: 2009-05-21 17:41:35

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Courant Institute / /

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continuous time finance / /

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S&P 500 / /

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Graduate School / New York University / ARR† Courant Institute / American Financial Association / Fordham University / /

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Ken Singleton / Stewart Inglis / Keith Lewis / Bakshi / Robert Engle / Vladimir Dobric / Andrew Mitchell / John Illuzi / George Chacko / /

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rT / e−rT / Cao / /

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Pentax K-x Digital Camera / /

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New York / /

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ATM / /

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www.bnet.fordham.edu/lwu / /

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