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"The risk premium that never was: A fair value explanation of the ..."

Richard J. McGee, Frank McGroarty (2017)

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DOI: 10.1016/J.EJOR.2017.03.070

access: closed

type: Journal Article

metadata version: 2020-02-21

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Richard J. McGee, Frank McGroarty:
The risk premium that never was: A fair value explanation of the volatility spread. Eur. J. Oper. Res. 262(1): 370-380 (2017)

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