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~institution:"Centro de Estudios Monetarios y Financieros (CEMFI)"
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PARAMETRIC PROPERTIES OF SEMI-NONPARAMETRIC DISTRIBUTIONS, WITH APPLICATIONS TO OPTION VALUATION
León, Ángel
;
Mencía, Javier
;
Sentana, Enrique
-
Centro de Estudios Monetarios y Financieros (CEMFI)
-
2005
generate wider option price ranges than the truncated expansions. In an empirical application to S&P 500
index
options
, we find …
Persistent link: https://www.econbiz.de/10005611898
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