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Term Structure of Credit Default Swap Liquidity Premiums.
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- Journal of Derivatives, 2023, v. 30, n. 4, p. 47, doi. 10.3905/jod.2023.1.179
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Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums.
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- Journal of Derivatives, 2023, v. 30, n. 4, p. 105, doi. 10.3905/jod.2023.1.184
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- Article
Biased Implied Volatilities and Dividend-Paying Stocks.
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- Journal of Derivatives, 2023, v. 30, n. 4, p. 91, doi. 10.3905/jod.2023.1.181
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- Article
Simulating Theta and Gamma of American Options.
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- Journal of Derivatives, 2023, v. 30, n. 4, p. 74, doi. 10.3905/jod.2023.1.177
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- Article
The Leland Model as a Consistent Framework for Analytic Valuation of Equity and Options on Equity.
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- Journal of Derivatives, 2023, v. 30, n. 4, p. 28, doi. 10.3905/jod.2023.1.176
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- Article
ARM: The Analytic Recovery Method.
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- Journal of Derivatives, 2023, v. 30, n. 4, p. 8, doi. 10.3905/jod.2023.1.178
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- Article
Untitled.
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- Journal of Derivatives, 2023, v. 30, n. 4, p. 1, doi. 10.3905/jod.2023.30.4.001
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- Article