Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator

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https://hal.archives-ouvertes.fr/hal-02106131
Contributor : Pierre-Emmanuel Thérond <>
Submitted on : Monday, April 22, 2019 - 5:11:59 PM
Last modification on : Tuesday, April 23, 2019 - 1:22:23 AM

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  • HAL Id : hal-02106131, version 1

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Pierre-Emmanuel Thérond, Florian Bollotte. Testing the Martingale Hypothesis in a Risk-Neutral Economic Scenarios Generator. 2019. ⟨hal-02106131⟩

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