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implied asymmetry
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Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
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Summary statistics of option-implied probability
density
functions
and their properties
Lynch, Damien
;
Panigirtzoglou, Nikolaos
-
Bank of England
-
2008
The statistics that summarise probability
density
functions
(pdfs) implied from option prices can be used to assess …
Persistent link: https://www.econbiz.de/10008493887
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