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Journal: J. Risk Financial Manag., 2025
Volume: 18
Number: 230
Article:
Bridging Asset Pricing and Market Microstructure: Option Valuation in Roll’s Framework
Authors:
by
Davide Lauria, W. Brent Lindquist, Svetlozar T. Rachev and Yuan Hu
Link:
https://www.mdpi.com/1911-8074/18/5/230
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