Market Implied Probability Distributions and Bayesian Skew Estimation
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- Ulrich Kirchner, 2010. "Managing Derivative Exposure," Papers 1004.1053, arXiv.org.
- Ulrich Kirchner, 2010. "A Subjective and Probabilistic Approach to Derivatives," Papers 1001.1616, arXiv.org.
- L. Spadafora & G. P. Berman & F. Borgonovi, 2011. "Adiabaticity conditions for volatility smile in Black-Scholes pricing model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 79(1), pages 47-53, January.
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