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

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

Detalhes bibliográficos
Autor principal: Ait-Sahalia, Yacine
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 1995.
Assuntos:
Pricing > Econometric models.
Price regulation > Econometric models.
Prices > Econometric models.
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