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Composite smooth estimation of the state price density implied in option prices

Frasso, Gianluca

2014 • In Kneib, Thomas; Sobotka, Fabian; Fahrenholz, Jan et al. (Eds.) 29th International Workshop on Statistical Modelling, Göttingen, Germany, 2014, Proceedings

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Frasso_Eilers_IWSM14_gf5.pdf

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