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Risk neutral densities and the September 2008 stock market crash: A study on European data,Used Risk neutral densities and the September 2008 stock market crash: A study on European data,Used
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Risk neutral densities and the September 2008 stock market crash:...
In this paper, we aim to determine whether the options market predicted the stock market crash of September 15 2008 or reacted to it. In...
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