Implied liquidity risk premia in option markets
type: Item
instance of: scholarly article
title: Implied liquidity risk premia in option markets
author: Florence Guillaume
author: Gero Junike
author: Peter Leoni
author: Wim Schoutens
published in: Annals of Finance
publication date: 2019-06-28T00:00:00Z
full work available at URL: https://lirias.kuleuven.be/handle/123456789/647786
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7075028
zbMATH Keywords: conic finance
zbMATH Keywords: distortion functions
zbMATH Keywords: WANG-transform
zbMATH Keywords: Laplace distortion
MaRDI profile type: Publication
OpenAlex ID: W2890116935
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Wikidata QID: Q129235242
DOI: 10.1007/S10436-018-0339-Y
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description: scientific article; zbMATH DE number 7075028