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Expected returns, risk premia, and volatility surfaces implicit in option market prices

✍ Scribed by António Câmara; Tim Krehbiel; Weiping Li

Book ID: 116615690
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 699 KB
Volume: 35
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2010.07.033

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