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Inversion of Option Prices for Implied Risk Neutral Probability Density Functions: General Theory and its Applications to the Natural Gas Market

https://doi.org/10.2139/ssrn.1088785
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Outgoing claims: the papers this work cites, builds on, or argues with.

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CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
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Estimating the Probability Distribution of the Future Exchange Rate from Option Prices
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Edgeworth Binomial Trees
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Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review
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Implied Exchange Rate Distributions: Evidence from OTC Option Markets
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