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  • Search: subject:"dynamic conditional skewness"
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Black-Scholes model 1 Black-Scholes-Modell 1 Capital income 1 Index futures 1 Index-Futures 1 Kapitaleinkommen 1 Option pricing theory 1 Optionspreistheorie 1 Statistical distribution 1 Statistische Verteilung 1 Volatility 1 Volatilität 1 dynamic conditional skewness 1 inverse Gaussian distribution 1 option pricing 1 realized skewness 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Du, Lingshan 1 Liang, Fang 1
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The journal of futures markets 1
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Option pricing with dynamic conditional skewness
Liang, Fang; Du, Lingshan - In: The journal of futures markets 44 (2024) 7, pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
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