*001773945
*00520160114171954.0
*007ta
*008020429s1995    xx#           000 u eng d
*00900803cam a22002177c 4500
*019  $bl
*035  $a(EXLNZ-47BIBSYS_NETWORK)990209400334702201
*035  $a(NO-LaBS)15158510(bibid)
*035  $a(NO-TrBIB)020940033
*035  $a020940033-47bibsys_network
*040  $aNO-TrBIB$bnob$ekatreg
*24500$aNonparametric estimation of state-price densities implicit in financial asset prices$cYacine Aït-Sahalia
*260  $aCambridge, Mass.$bNBER$c1995
*300  $a36,[13] s.
*4901 $aNBER working paper series$vno. 5351
*7001 $aAït-Sahalia, Yacine$_13232500
*7001 $aLo, Andrew W.$_22523800
*7102 $aNational Bureau of Economic Research (Forente Stater)$_13074800
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$vno. 5351$w999105437124702201$_13074900
*901  $a60
*999  $aoai:nb.bibsys.no:990209400334702202$b2021-11-14T20:48:49Z$z990209400334702202
^