"Detecting stock market regimes from option prices."

Wan-Ni Lai (2022)

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DOI: 10.1016/J.ORL.2022.02.006

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type: Journal Article

metadata version: 2022-06-29

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Wan-Ni Lai:
Detecting stock market regimes from option prices. Oper. Res. Lett. 50(3): 260-267 (2022)

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