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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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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
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Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine; Wang, Yubo; Yared, Francis - In: Journal of econometrics 102 (2001) 1, pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
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Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine - 2001
Persistent link: https://www.econbiz.de/10001614008
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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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Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2075-2112
Persistent link: https://www.econbiz.de/10001709404
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Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine; Duarte, Jefferson - 2002
Persistent link: https://www.econbiz.de/10001669271
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Tools and techniques
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898678
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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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Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802