Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Year of publication: |
1995-11
|
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Authors: | Ait-Sahalia, Yacine ; Lo, Andrew W. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as The Journal of Finance, Vol. 53, no. 2 (April 1998): 499-547. Number 5351 |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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