Managing Derivative Exposure
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References listed on IDEAS
- Ulrich Kirchner, 2009. "Market Implied Probability Distributions and Bayesian Skew Estimation," Papers 0911.0805, arXiv.org.
- Ulrich Kirchner, 2010. "A Subjective and Probabilistic Approach to Derivatives," Papers 1001.1616, arXiv.org.
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