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Applications
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898680
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Operator methods for continuous-time Markov processes
Aït-Sahalia, Yacine; Hansen, Lars Peter; Scheinkman, … - 2010
Persistent link: https://www.econbiz.de/10003900628
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Is the short rate drift actually nonlinear?
Chapman, David A.; Pearson, Neil D. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - In: Journal of econometrics 94 (2000) 1/2, pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
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Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
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Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine - 1995
Persistent link: https://www.econbiz.de/10000923501
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Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine - 1998
Persistent link: https://www.econbiz.de/10000982384
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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
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Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine - In: Journal of econometrics 84 (1998) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
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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