Nonparametric estimation of state-price densities implicit in financial asset prices
Year of publication: |
1998
|
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Authors: | Aït-Sahalia, Yacine |
Other Persons: | Lo, Andrew W. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 53.1998, 2, p. 499-547
|
Subject: | CAPM | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1993 |
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