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Mathematical finance / Options / BlackScholes model / Volatility / State prices / Implied volatility / Stable distribution / Probability distribution / Normal distribution / Risk-neutral measure / Stochastic volatility / ArrowDebreu model


Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Leeā€  March 26, 2008 Abstract
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Document Date: 2012-01-12 12:02:17


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