The Econometric Society An International Society for the Advancement of Economic Theory in its Relation to Statistics and Mathematics

Supplemental material - July 2011 Volume 79 Issue 4

Efficient Derivative Pricing by the Extended Method of Moments

P. Gagliardini
C. Gourieroux
E. Renault

Go to: Data And Programs; Proofs;

Data And Programs - Supplement to "Efficient Derivative Pricing by the Extended Method of Moments"
Patrick Gagliardini, Christian Gourieroux, and Eric Michel Renault

Description: A zip file containing replication files for the manuscript.

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Proofs - Supplement to "Efficient Derivative Pricing by the Extended Method of Moments"
Patrick Gagliardini, Christian Gourieroux, and Eric Michel Renault

Description: This appendix provides the proofs of the theoretical results and technical Lemmas that have been omitted in the paper.

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