Option Implied Trees and Implied Moments
Year of publication: |
2013-06
|
---|---|
Authors: | Muzzioli, silvia ; Ruggieri, Alessio |
Institutions: | Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia |
Subject: | option implied trees | risk neutral moments | financial turmoil |
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