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~person:"Aït-Sahalia, Yacine"
~person:"Hvozdyk, Lyudmyla"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Option pricing"
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Aït-Sahalia, Yacine
Hvozdyk, Lyudmyla
Hull, John
28
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11
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9
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ECONIS (ZBW)
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1
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
Saved in:
2
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2011
Persistent link: https://www.econbiz.de/10009384423
Saved in:
3
Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008668687
Saved in:
4
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008698082
Saved in:
5
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1563-1575
Persistent link: https://www.econbiz.de/10009615791
Saved in:
6
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:
7
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:
8
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:
9
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
Saved in:
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