ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING (Q4807266)

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scientific article; zbMATH DE number 1911744
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ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING
scientific article; zbMATH DE number 1911744

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    ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING (English)
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    18 May 2003
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    quasi-likelihood
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    derivative claims
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