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  • Search: subject:"Density Functional Based on the Confluent Hypergeometric function"
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Brasilien 1 Brazil 1 Density Functional Based on the Confluent Hypergeometric function 1 Edgeworth expansions 1 Estimation 1 Kaufkraftparität 1 Mixture of Lognormal distributions 1 Option trading 1 Optionsgeschäft 1 Purchasing power parity 1 Schätzung 1 Smoothed Implied Volatility Smile 1 Statistical distribution 1 Statistische Verteilung 1 US dollar 1 US-Dollar 1 USA 1 United States 1 Volatility 1 Volatilität 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Guerra, João 1 Santos, André 1
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The journal of futures markets 1
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ECONIS (ZBW) 1
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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011405462
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