Short Positions, Rally Fears and Option Markets (Q3565100)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Positions, Rally Fears and Option Markets |
scientific article |
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Short Positions, Rally Fears and Option Markets (English)
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27 May 2010
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spectrally negative processes
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implied volatility smiles
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two-sided exit problems
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