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Journal: Risks, 2021
Volume: 9
Number: 196
Article:
It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling
Authors:
by
Stephan Höcht, Dilip B. Madan, Wim Schoutens and Eva Verschueren
Link:
https://www.mdpi.com/2227-9091/9/11/196
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