Nonparametric risk management and implied risk aversion (Q1969813): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+The Pricing of Options and Corporate Liabilities
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+Nonparametric estimation of American options' exercise boundaries and call prices
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+Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
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+Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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+Martingales and arbitrage in multiperiod securities markets
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+Asset Prices in an Exchange Economy
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+CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
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+Options and Efficiency
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+The integrability problem of asset prices
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