Nonparametric Methods in Continuous-Time Finance: A Selective Review **We thank Haitao Li for his valuable and helpful comments. Cai’s research was supported, in part, by the National Science Foundation grant iJMS-0072J00 and funds provided by the University of North Carolina at Charlotte and Sonderforschungsbereich 373, Berlin, Germany. Hong’s research was supported, in part, by the National Scient:” Foundation grant SES-0111769.
2003 ◽
pp. 283-302
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1965 ◽
Vol 68
◽
pp. 467-476
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1980 ◽
pp. 107-123
1971 ◽
pp. 181-205
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2000 ◽
pp. 257-263
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2003 ◽
Vol 62
(1)
◽
pp. 19-26
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