A new approach to modeling the dynamics of implied...

A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options

Nikolaos Panigirtzoglou, George Skiadopoulos
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Volume:
28
Year:
2004
Language:
english
DOI:
10.1016/s0378-4266(03)00127-4
File:
PDF, 292 KB
english, 2004
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