Testing the martingale restriction for option implied densities (Q1025613)

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Testing the martingale restriction for option implied densities
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    title
    Testing the martingale restriction for option implied densities (English)
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    author
    Thomas Busch
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    publication date
    19 June 2009
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    zbMATH DE Number
    5566849
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    OpenAlex ID
    W2034633197
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