Author:
Chen Gongmeng,Choi Yoon K.,Zhou Yong
Subject
Applied Mathematics,Economics and Econometrics
Reference50 articles.
1. Jump-diffusion processes and the term-structure of interest rates;Ahn;Journal of Finance,1988
2. Nonparametric pricing of interest rate derivative securities;Aït-Sahalia;Econometrica,1996
3. Testing continuous-time models of the spot interest rate;Aït-Sahalia;The Review of Financial Studies,1996
4. Telling from discrete data whether the underlying continuous-time model is a diffusion;Aït-Sahalia;Journal of Finance,2002
5. Do option markets correctly price the probability of movement of the underlying asset;Aït-Sahalia;Journal of Econometrics,2001
Cited by
13 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