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Beyong Implied Volatility: Probability Distributions and Hedge Ratios Implied by Option Prices

D.C. Shimko

Working Papers from Southern California - School of Business Administration

Keywords: prices; stock market (search for similar items in EconPapers)
Date: 1991

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Persistent link: http://EconPapers.repec.org/RePEc:fth:socabu:91-45

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