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Dynamic derivative strategies
Liu, Jun
;
Pan, Jun
- In:
Journal of Financial Economics
69
(
2003
)
3
,
pp. 401-430
Persistent link: https://www.econbiz.de/10005362727
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The jump-risk premia implicit in options: evidence from an integrated time-series study
Pan, Jun
- In:
Journal of Financial Economics
63
(
2002
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10005122030
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