The use of option prices to assess the skewness risk...

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The use of option prices to assess the skewness risk premium

Elyasiani, Elyas, Gambarelli, Luca, Muzzioli, Silvia
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Journal:
Applied Economics
DOI:
10.1080/00036846.2020.1783430
Date:
June, 2020
File:
PDF, 3.56 MB
2020
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