What moves the tail? The determinants of the option-implied probability density function of the DAX index
Year of publication: |
2005
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Authors: | Glatzer, Ernst ; Scheicher, Martin |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 25.2005, 6, p. 515-536
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