Reconstructing the Joint Probability Distribution From Basket Prices: A Mildly Ill-Posed Problem
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Published:2014
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Reference35 articles.
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2. Repricing the cross smile: an analytic joint density;Peter Austing;Risk,2011