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Can Standard Preferences Explain the Prices of Out-Of-The-Money S&P 500 Put Options?, Working Paper 2011-11

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "Can Standard Preferences Explain the Prices of Out-Of-The-Money S&P 500 Put Options?, Working Paper 2011-11" in Working Papers (Federal Reserve Bank of Chicago) (November 2011). https://fraser.stlouisfed.org/scribd/?item_id=533866&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_2011-11.pdf, accessed on December 13, 2017.

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Federal Reserve Bank of St. Louis, One Federal Reserve Bank Plaza, St. Louis, MO 63102