Risk-Neutral Skewness: Evidence from Stock Options

Risk-Neutral Skewness: Evidence from Stock Options

Patrick Dennis and Stewart Mayhew
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Volume:
37
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/3594989
Date:
September, 2002
File:
PDF, 764 KB
english, 2002
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