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

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Publication:4807266

DOI10.1017/S0266466601174062zbMath1018.62093OpenAlexW3125392324MaRDI QIDQ4807266

Gurupdesh S. Pandher

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466601174062



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