Testing the martingale restriction for option implied densities (Q1025613): Difference between revisions

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+https://doi.org/10.1007/s11147-008-9024-z
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+W2034633197
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+Do option markets correctly price the probabilities of movement of the underlying asset?
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+ON A METHOD OF DETERMINING WHETHER A SAMPLE OF SIZE n SUPPOSED TO HAVE BEEN DRAWN FROM A PARENT POPULATION HAVING A KNOWN PROBABILITY INTEGRAL HAS PROBABLY BEEN DRAWN AT RANDOM
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