Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices
- 1 April 1998
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 53 (2) , 499-547
- https://doi.org/10.1111/0022-1082.215228
Abstract
No abstract availableKeywords
All Related Versions
This publication has 35 references indexed in Scilit:
- A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency OptionsThe Review of Financial Studies, 1993
- Market volatility prediction and the efficiency of the S & P 100 index option marketJournal of Financial Economics, 1992
- A unified method for pricing options on diffusion processesJournal of Financial Economics, 1991
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing ModelsEconometrica, 1987
- Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived SecuritiesEconometrica, 1985
- Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand AggregationThe Journal of Business, 1982
- The pricing of supersharesJournal of Financial Economics, 1978
- Prices for State-Contingent Claims: Some Estimates and ApplicationsThe Journal of Business, 1978
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- The Valuation of Option Contracts and a Test of Market EfficiencyThe Journal of Finance, 1972