Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia

Peter Hördahl and David Vestin

Review of Finance, 2005, vol. 9, issue 1, 97-137

Date: 2005
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Journal Article: Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia (2005)
Working Paper: Interpreting implied risk-neutral densities: the role of risk premia (2003)
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DOI: 10.1007/s10679-005-2989-7

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