Recovering Probabilistic Information From Options Prices and the Underlying
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More about this item
Keywordsoptions; implied probability densities; volatility smile; jump risk; bipower variation;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- F31 - International Economics - - International Finance - - - Foreign Exchange
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