Option Pricing: Real and Risk-Neutral Distributions

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CONSTANTINIDES, George M., Jens Carsten JACKWERTH, Stylianos PERRAKIS, 2007. Option Pricing: Real and Risk-Neutral Distributions. In: BIRGE, John R., ed., Vadim LINETSKY, ed.. Financial Engineering. Amsterdam:Elsevier, pp. 565-591. ISBN 978-0-444-51781-4. Available under: doi: 10.1016/S0927-0507(07)15013-1

@incollection{Constantinides2007Optio-12234, title={Option Pricing: Real and Risk-Neutral Distributions}, year={2007}, doi={10.1016/S0927-0507(07)15013-1}, number={15}, isbn={978-0-444-51781-4}, address={Amsterdam}, publisher={Elsevier}, series={Handbooks in Operations Research and Management Science}, booktitle={Financial Engineering}, pages={565--591}, editor={BIrge, John R. and Linetsky, Vadim}, author={Constantinides, George M. and Jackwerth, Jens Carsten and Perrakis, Stylianos} }

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