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~subject:"Options"
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Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
Coffinet, Jérôme
;
Pop, Adrian
;
Tiesset, Muriel
-
HAL
-
2010
this paper, we first extract
implied
volatility
indicators from the prices of the most actively traded option contracts on …
Persistent link: https://www.econbiz.de/10008793854
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