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~language:"eng"
~person:"Aït-Sahalia, Yacine"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Option pricing theory"
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Aït-Sahalia, Yacine
Gouriéroux, Christian
24
Hull, John
24
Madan, Dilip B.
20
Jarrow, Robert A.
18
Fabozzi, Frank J.
17
Schoutens, Wim
17
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16
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15
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14
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14
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13
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13
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12
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12
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11
Lee, Cheng F.
11
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11
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10
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10
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10
Monfort, Alain
10
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ECONIS (ZBW)
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Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
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2
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
3
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
Saved in:
4
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
5
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
Saved in:
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