✦ LIBER ✦

Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

✍ Scribed by Yacine Aït-Sahalia; Andrew W. Lo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bivariate Nonparametric Density Estimati

✍ Teruko Takada 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 283 KB

On the consequences of state dependent p

✍ Jean-Pierre Danthine; John B. Donaldson; Christos Giannikos; Hany Guirguis 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 152 KB

Nonparametric Estimation of Oligopsony P

✍ Chanjin Chung; Emílio Tostão 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 198 KB

The Estimation of Risk-premium Implicit

✍ Luis, Jorge Barros 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 901 KB

[Springer Finance] Financial Modeling, A

✍ Wüthrich, Mario V.; Merz, Michael 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg ⚖ 682 KB

NONPARAMETRIC ESTIMATION OF ENTRY COST I

✍ Pai Xu 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB