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~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Sala, Carlo"
~subject:"Risk premium"
~subject:"Zinsstruktur"
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THREE-POINT VOLATILITY SMILE C...
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Risk premium
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Sala, Carlo
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Sentiment lost : the effect of projecting the empirical pricing kernel onto a smaller filtration set
Sala, Carlo
;
Barone-Adesi, Giovanni
-
2015
theorems of asset pricing. While inferring the risk-neutral measure from
options
data provides a naturally forward- looking …
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