Skewness and Kurtosis Implied by Option Prices: A Second Comment
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Bibliographic InfoPaper provided by Financial Markets Group in its series FMG Discussion Papers with number dp419.
Date of creation: Jul 2002
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Other versions of this item:
- Emmanuel Jurczenko & Bertrand Maillet & Bogdan Negrea, 2002. "Skewness and kurtosis implied by option prices: a second comment," LSE Research Online Documents on Economics 24938, London School of Economics and Political Science, LSE Library.
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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- Ángel León & Javier Mencía & Enrique Sentana, 2007. "Parametric properties of semi-nonparametric distributions, with applications to option valuation," Banco de Espaï¿½a Working Papers 0707, Banco de Espa�a.
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