Revealing the implied risk-neutral MGF from options: The wavelet method
| Year of publication: |
2009
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|---|---|
| Authors: | Haven, Emmanuel ; Liu, Xiaoquan ; Ma, Chenghu ; Shen, Liya |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 33.2009, 3, p. 692-709
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