Nonparametric estimation of state-price densities implicit in financial asset prices.

Nonparametric estimation of state-price densities implicit in financial asset prices.

Detaylı Bibliyografya
Yazar: Ait-Sahalia, Yacine
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Cambridge National Bureau of Economic Research 1995.
Konular:
Pricing > Econometric models.
Price regulation > Econometric models.
Prices > Econometric models.
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