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Academic paper

Option-Implied Correlations and the Price of Correlation Risk

Authors策略合理性

Institute
  • Tilburg University
  • Tilburg University - Center for Economic Research (CentER)
  • Tilburg University - Tilburg University School of Economics and Management
  • INSEAD
  • INSEAD - Finance
  • Frankfurt School of Finance & Management

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2359380

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