An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
| Year of publication: |
2013
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|---|---|
| Authors: | Liu, Jun ; Pan, Jun ; Wang, Tan |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 18.2013, 1 (8.5.), p. 131-130
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