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Option Pricing with Time-Varying Volatility Risk Aversion

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Hansen, Peter Reinhard, Tong, Chen
Formato:	Preprint
Publicado:	2022
Materias:	Pricing of Securities Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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