%0 Journal Article %1 Ait-Sahalia2001b %A Ait-Sahalia, Yacine %A Wang, Yubo %A Yared, Francis %D 2001 %J Journal of Econometrics %K Peso problem %N 1 %P 67--110 %T Do option markets correctly price the probabilities of movement of the underlying asset? %U http://www.sciencedirect.com/science/article/B6VC0-42XB64G-3/2/986659685d8d0048ecd3d963e95f1b3b %V 102

@article{Ait-Sahalia2001b, added-at = {2008-04-21T22:02:42.000+0200}, author = {Ait-Sahalia, Yacine and Wang, Yubo and Yared, Francis}, biburl = {https://www.bibsonomy.org/bibtex/29908087433daacc699dd513670d6aa3b/smicha}, description = {Journal of Econometrics}, interhash = {a0181a267c9bd707957992464e58ed7c}, intrahash = {9908087433daacc699dd513670d6aa3b}, journal = {Journal of Econometrics}, keywords = {Peso problem}, month = May, number = 1, pages = {67--110}, timestamp = {2008-04-21T22:04:54.000+0200}, title = {Do option markets correctly price the probabilities of movement of the underlying asset?}, url = {http://www.sciencedirect.com/science/article/B6VC0-42XB64G-3/2/986659685d8d0048ecd3d963e95f1b3b}, volume = 102, year = 2001 }