Open AccessNonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Author(s) -
Yacine AïtSahalia,
Andrew W. Lo
Publication year - 1995
Language(s) - English
Resource type - Reports
DOI - 10.3386/w5351
Subject(s) - nonparametric statistics , asset (computer security) , estimation , econometrics , economics , state (computer science) , financial economics , mathematics , computer science , algorithm , management , computer security
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