Subject
Economics and Econometrics,Finance
Reference45 articles.
1. Nonparametric option pricing under shape restrictions;Aït-Sahalia;Journal of Econometrics,2003
2. Bayesian methods in finance;Bagasheva,2008
3. Implied risk-neutral probability density functions from option prices: Theory and application;Bahra,1997
4. Prices for state-contingent claims: Some estimates and applications;Banz;Journal of Business,1978
5. Empirical option pricing: A retrospection;Bates;Journal of Econometrics,2003
Cited by
7 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