Author:
Baldovin Fulvio,Caporin Massimiliano,Caraglio Michele,Stella Attilio L.,Zamparo Marco
Subject
Applied Mathematics,Economics and Econometrics
Reference42 articles.
1. Nonparametric estimation in state-price densities implicit in financial asset prices;Ait-Sahalia;J. Finance,1998
2. Empirical performance of alternative option pricing models;Bakshi;J. Finance,1997
3. Pricing and hedging long-term options;Bakshi;J. Econometrics,2000
4. Modeling the non-Markovian, non-stationary scaling dynamics of financial markets;Baldovin,2011
5. Ensemble properties of high frequency data and intraday trading rules;Baldovin;Quant. Finance,2014
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献