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The pricing of volatility and jump risks in the cross-section of index option returns

Guanglian Hu, Yuguo Liu
Year of publication:
2022
Authors: Hu, Guanglian ; Liu, Yuguo
Subject: Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | S&P 500 | USA | United States
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