Liquidity-free implied volatilities: An approach using conic finance

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Publication year
2021
Author(s)
Michielon, M.
Khedher, A.
Spreij, P.
Source
International Journal of Financial Engineering, 8, 4, (2021), pp. 1-27, article 2150041
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Publication type
Article / Letter to editor
Please use this identifier to cite or link to this item: https://hdl.handle.net/2066/246482   https://hdl.handle.net/2066/246482
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