Implied liquidity risk premia in option markets (Q2000692)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied liquidity risk premia in option markets |
scientific article |
Statements
Implied liquidity risk premia in option markets (English)
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28 June 2019
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conic finance
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distortion functions
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WANG-transform
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Laplace distortion
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