Option Prices and the Underlying Asset's Return Distribution
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Bibliographic InfoPaper provided by Wharton School - Weiss Center for International Financial Research in its series Weiss Center Working Papers with number 11-91.
Length: 26 pages
Date of creation: 1991
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Web page: http://finance.wharton.upenn.edu/weiss/
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- Jose M. Campa & P.H. Kevin Chang & James F. Refalo, 1999.
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- Jose Manuel Campa & P.H. Kevin Chang, 1996. "Options-based evidence of the credibility of the peseta in the ERM," Investigaciones Economicas, Fundación SEPI, vol. 20(1), pages 3-22, January.
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