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A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options

✍ Scribed by Nikolaos Panigirtzoglou; George Skiadopoulos

Book ID: 117528632
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 292 KB
Volume: 28
Category: Article
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(03)00127-4

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