Implied liquidity risk premia in option markets (Q2000692)
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scientific article; zbMATH DE number 7075028
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Implied liquidity risk premia in option markets |
scientific article; zbMATH DE number 7075028 |
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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0.8877996
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0.8865414
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0.88170666
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0.8765671
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0.8746469
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0.8738133
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0.8695754
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0.86825705
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