Extracting Risk-Neutral Density and Its Moments from...

Extracting Risk-Neutral Density and Its Moments from American Option Prices

Tian, Yisong S
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Volume:
18
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2011.18.3.017
Date:
February, 2011
File:
PDF, 1.09 MB
english, 2011
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