Author:
Steiner Manfred,Brunner Bernhard
Reference47 articles.
1. Ait-Sahalia, Y./ Lo, A. W. (1998), Nonparametric estimation of state-price densities implicit in financial asset prices, Journal of Finance, 53(2), S. 499–547.
2. Backus, D./ Foresi, S./ Li, K./ Wu, L. (1997), Accounting for Biases in Black-Scholes, Working Paper.
3. Bahra, B. (1996), Probability Distributions of Future Asset Prices Implied by Option Prices, Bank of England Quarterly Bulletin.
4. Bahra, B. (1997), Implied Risk-Neutral Probability Density Functions from Option Prices: Theory and Application, Working Paper Bank of England.
5. Banz, R./ Miller, M. (1978), Prices for state-contingent claims: Some estimates and applications, Journal of Business, 51(4), S. 653–672.