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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Jarrow, Robert A."
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Volatility uncertainty, time decay, and
option
bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
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