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Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

Yacine Ait-Sahalia and Andrew Lo ()

CRSP working papers from Center for Research in Security Prices, Graduate School of Business, University of Chicago

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Journal Article: Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices (1998) Downloads
Working Paper: Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices (1995) Downloads
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