Implied Risk Neutral Densities From Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions

E-ISSN： 1096-9934|35|7|655-678

ISSN： 0270-7314

Source： THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.7, 2015-07, pp. : 655-678

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