Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach
| Year of publication: |
2002
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|---|---|
| Authors: | Flamouris, Dimitris ; Giamouridis, Daniel |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 1, p. 1-30
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