Option-Implied Spreads and Option Risk Premia
Year of publication: |
[2021]
|
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Authors: | Culp, Christopher L. ; Gandhi, Mihir ; Nozawa, Yoshio ; Veronesi, Pietro |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (43 p) |
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Series: | Chicago Booth Research Paper ; No. 21-19 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 11, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3871384 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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