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Latest revision as of 04:37, 7 July 2024

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Measuring expectations in options markets: an application to the S&P500 index
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    Measuring expectations in options markets: an application to the S&P500 index (English)
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    13 December 2013
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    nonparametric Bayes
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    dependent Dirichlet process
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    European options
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    implied prices
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