Reading the smile: the message conveyed by methods which infer risk neutral densities

Eric Jondeau and Michael Rockinger ()

Journal of International Money and Finance, 2000, vol. 19, issue 6, 885-915

Date: 2000
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Related works:
Working Paper: Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities (1998)
Working Paper: Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities (1997)
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