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The journal of derivatives : JOD
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Option valuation with nonmonotonic pricing kernel and embedded volatility component premiums
Chang, Hsuan-Ling
;
Cheng, Hung-Wen
;
Lei, Yi-Ding
- In:
The journal of derivatives : JOD
30
(
2023
)
4
,
pp. 105-127
Persistent link: https://www.econbiz.de/10014306890
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