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Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A. - In: Journal of econometrics 62 (1994) 2, pp. 91-128
Persistent link: https://www.econbiz.de/10001162308
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Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine; Duarte, Jefferson - In: Journal of econometrics 116 (2003) 1/2, pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
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Nonparametric option pricing under shape restrictions
Ai͏̈t-Sahalia, Yacine; Duarte, Jefferson - In: Journal of econometrics 116 (2003) 1, pp. 9-48
Persistent link: https://www.econbiz.de/10006761945