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~isPartOf:"CEPR Discussion Papers"
~isPartOf:"International Review of Financial Analysis"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"skewness"
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skewness
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Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation
León, Ángel
;
Mencía, Javier
;
Sentana, Enrique
-
C.E.P.R. Discussion Papers
-
2005
generate wider option price ranges than the truncated expansions. In an empirical application to S&P 500
index
options
, we find …
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