Beyong Implied Volatility : Probability Distributions and Hedge Ratios Implied by Option Prices
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- Robert Goldstein & Fernando Zapatero, 1996. "General Equilibrium With Constant Relative Risk Aversion And Vasicek Interest Rates," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 331-340.
- Neuhaus, Holger, 1995. "The information content of derivatives for monetary policy: Implied volatilities and probabilities," Discussion Paper Series 1: Economic Studies 1995,03e, Deutsche Bundesbank.
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