Empirical option pricing: A retrospection (Q1398987)

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Empirical option pricing: A retrospection
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    Statements

    title
    Empirical option pricing: A retrospection (English)
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    author
    David S. Bates
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    publication date
    7 August 2003
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    zbMATH Keywords
    Option pricing
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    Derivatives
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    Risk-neutral distributions
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    Time series analysis
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    Affine models
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    Identifiers

    zbMATH DE Number
    1961861
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