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Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium.

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Bibliographic Details
Title: Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium.
Authors: DUARTE, JEFFERSON (AUTHOR) jefferson.duarte@rice.edu, JONES, CHRISTOPHER S. (AUTHOR), WANG, JUNBO L. (AUTHOR)
Source: Journal of Finance (John Wiley & Sons, Inc.). Oct2024, Vol. 79 Issue 5, p3581-3621. 41p.
Database: Business Source Ultimate
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ISSN:00221082
DOI:10.1111/jofi.13365