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person:"Kwok, Yue-Kuen"
~isPartOf:"Journal of financial economics"
~person:"Vorst, Ton"
~person:"Wu, Liuren"
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Expected volatility surface
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Option pricing theory
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Kwok, Yue-Kuen
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Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
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