A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options
| Year of publication: |
2004
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|---|---|
| Authors: | Panigirtzoglou, Nikolaos ; Skiadopoulos, George |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 28.2004, 7, p. 1499-1520
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