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Implied Probability Distributions: Empirical Analysis

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Author Info
Jens Carsten Jackwerth and Mark Rubinstein.

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Abstract

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Publisher Info
Paper provided by University of California at Berkeley in its series Research Program in Finance Working Papers with number RPF-250.

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Date of creation: 01 Jun 1995
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Handle: RePEc:ucb:calbrf:rpf-250

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  1. Bhupinder Bahra, . "Implied risk-neutral probability density functions from option prices: theory and application," Bank of England working papers 66, Bank of England. [Downloadable!]
  2. Jondeau, E. & Rockinger, M., 1998. "Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral," Documents de Travail 47, Banque de France. [Downloadable!]
Statistics
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This page was last updated on 2009-10-31.

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