Counter-cyclical margins for option portfolios
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Publication:6106639
DOI10.1016/j.jedc.2022.104572zbMath1518.91238OpenAlexW4309942227MaRDI QIDQ6106639
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Publication date: 3 July 2023
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104572
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