跨截面一个月股票ATM跨式交易策略

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学术论文

Understanding and Trading the Term Structure of Volatility

作者Jump Risk and Option Returns [点击查看论文]

机构
  • Kansas State University
  • University of Massachusetts Amherst
  • Kansas State University - Department of Finance
  • University of Massachusetts Amherst - Isenberg School of Management
  • Isenberg School of Management, University of Massachusetts

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