Testing the martingale restriction for option implied densities
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Publication:1025613
DOI10.1007/s11147-008-9024-zzbMath1163.91516MaRDI QIDQ1025613
Publication date: 19 June 2009
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-008-9024-z
91B82: Statistical methods; economic indices and measures
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