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Do option markets correctly price the probabilities of movement of the underlying asset?

Yacine Ait-Sahalia, Yubo Wang and Francis Yared

Journal of Econometrics, 2001, vol. 102, issue 1, 67-110

Date: 2001
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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