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The Option-iPoD : the probability of default implied by option prices based on entropy /

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Bibliographic Details
Main Author:	Capuano, Christian
Format:	Electronic eBook
Language:	English
Published:	[Washington, District of Columbia] : International Monetary Fund, 2008.
Series:	IMF working paper ; WP/08/194
Subjects:	Options (Finance) > Prices > Econometric models. Default (Finance) > Econometric models. Electronic books.
Online Access:	An electronic book accessible through the World Wide Web; click to view
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