Parametric pricing of higher order moments in S&P500 options
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference46 articles.
1. Nonparametric Pricing of Interest Rate Derivative Securities
2. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion
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5. Do option markets correctly price the probabilities of movement of the underlying asset?
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