Option-implied objective measures of market risk with leverage (Q1622630)
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scientific article; zbMATH DE number 6981385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option-implied objective measures of market risk with leverage |
scientific article; zbMATH DE number 6981385 |
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Option-implied objective measures of market risk with leverage (English)
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19 November 2018
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objective risk
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Foster-Hart
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leverage
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risk-neutral densities
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