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Journal of Financial and Quantitative Analysis
Volumn 31, Issue 1, 1996, Pages 143-159
The maximum entropy distribution of an asset inferred from option prices
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EID: 0030545118     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2331391     Document Type: Article
Times cited : (181)
References (16)
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