Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by A.W. Lo
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Related publications
Estimating State-Price Densities With Nonparametric Regression
State Price Density Estimation and Nonparametric Pricing of Basket Options
Journal of Mathematical Finance
Incomplete Financial Markets and Jumps in Asset Prices
SSRN Electronic Journal
State Price Densities Implied From Weather Derivatives
SSRN Electronic Journal
Nonparametric Estimation of American Options’ Exercise Boundaries and Call Prices
Journal of Economic Dynamics and Control
Control
Applied Mathematics
Optimization
Econometrics
Economics
Nonparametric Implied Lévy Densities
Annals of Statistics
Uncertainty
Statistics
Probability
What Do Financial Asset Prices Say About the Housing Market?
Finance and Economics Discussion Series
The Time Horizon of Asset Price Movements to Predict Financial Crises
Bayesian Estimation of a Dynamic Stochastic General Equilibrium Model With Asset Prices
Quantitative Economics
Economics
Econometrics
