THE IMPACT OF JUMP DYNAMICS ON THE PREDICTIVE POWER OF OPTION-IMPLIED DENSITIES
| Year of publication: |
2009
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|---|---|
| Authors: | Wang, Yaw-Huei |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 16.2009, 3, p. 9-22
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