Microstructural biases in empirical tests of option pricing models (Q1037574)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Microstructural biases in empirical tests of option pricing models |
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Microstructural biases in empirical tests of option pricing models (English)
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16 November 2009
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option pricing
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microstructure
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jump-diffusion
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risk-neutral moments
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