Option Pricing and Distribution Characteristics
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"Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions,"
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More about this item
KeywordsOption Pricing; Implied Distributions; Generalized Distributions;
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-07 (All new papers)
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