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Maximum entropy distributions inferred from option portfolios on an asset
Neri, Cassio
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Schneider, Lorenz
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Finance and Stochastics
16
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2012
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pp. 293-318
Persistent link: https://www.econbiz.de/10010847052
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Moment explosions in stochastic volatility models
Andersen, Leif
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Piterbarg, Vladimir
- In:
Finance and Stochastics
11
(
2007
)
1
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pp. 29-50
Persistent link: https://www.econbiz.de/10005184392
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