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Volatility
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Indexderivat
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CREATES research paper
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46th Annual AREUEA Conference Paper
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
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2
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
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2013
Persistent link: https://www.econbiz.de/10010226837
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