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Dynamic Equilibrium and Volatility in Financial Asset Markets
AÏT-SAHALIA, YACINE,
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Aït-Sahalia, Yacine, (1998)
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine, (2000)