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~isPartOf:"Journal of empirical finance"
~person:"Horvath, Jaroslav"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Schätzung"
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Isolating the disaster risk premium with equity options
Horvath, Jaroslav
- In:
Journal of empirical finance
51
(
2019
),
pp. 138-148
Persistent link: https://www.econbiz.de/10012170406
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