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Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Zixing, Qi, Yihan, Que, Shanlan, Sester, Julian, Zhang, Xiao
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities Mathematical Finance Risk Management Trading and Market Microstructure
Online Access:	Acceder al recurso
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