Volatility smile and mixture of lognormal distributions: a parametric method for recovering risk-neutral probability distributions from contemporaneous security price

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Title: Volatility smile and mixture of lognormal distributions: a parametric method for recovering risk-neutral probability distributions from contemporaneous security price
Authors: Guo, Chen
Date: 1996
URL: http://hdl.handle.net/10393/19544
http://dx.doi.org/10.20381/ruor-2536
CollectionTelfer - Documents de travail // Telfer - Working Papers
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