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A Refinement to Ait-Sahalia's...
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Estimation of continuous-time models with an application to equity volatility dynamics
Bakshi, Gurdip S.
;
Ju, Nengjiu
;
Ou-Yang, Hui
- In:
Journal of financial economics
82
(
2006
)
1
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
Saved in:
2
A refinement to Ai͏̈t-Sahalia's (2002) "Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach"
Bakshi, Gurdip S.
;
Ju, Nengjiu
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 2037-2052
Persistent link: https://www.econbiz.de/10003232699
Saved in:
3
Pricing an American option by approximating its early exercise boundary as a multipiece exponential function
Ju, Nengjiu
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 627-646
Persistent link: https://www.econbiz.de/10001249757
Saved in:
4
Pricing Asian and basket options via Taylor expansion
Ju, Nengjiu
- In:
The journal of computational finance
5
(
2002
)
3
,
pp. 79-103
Persistent link: https://www.econbiz.de/10001695286
Saved in:
5
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
6
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
7
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
8
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
9
Baby boom, population aging, and capital markets
Bakshi, Gurdip S.
- In:
The journal of business : B
67
(
1994
)
2
,
pp. 165-202
Persistent link: https://www.econbiz.de/10001164872
Saved in:
10
The spirit of capitalism and stock-market prices
Bakshi, Gurdip S.
- In:
The American economic review
86
(
1996
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10001201842
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