Distributions Implied by Exchange Traded Options: A Ghost’s Smile?
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2003-04-02 (All new papers)
- NEP-FIN-2003-04-02 (Finance)
- NEP-FMK-2003-04-02 (Financial Markets)
- NEP-RMG-2003-04-02 (Risk Management)
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