Option Prices and the Underlying Asset's Return Distribution

R.D. Grundy

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Keywords: stock market; prices (search for similar items in EconPapers)
Pages: 26 pages
Date: 1991
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Citations: View citations in EconPapers (28)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennif:11-91

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