The following pages link to Yacine Aït-Sahalia (Q193895):
Displaying 4 items.
- Do option markets correctly price the probabilities of movement of the underlying asset? (Q5939359) (← links)
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
- High frequency market making: the role of speed (Q6150523) (← links)