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Idiosyncratic volatility, option-based measures of informed trading, and investor attentionReview of derivatives research264 dayssaveRefWorksSFX Info
The value of power-related options under spectrally negative Lévy processesReview of derivatives research274 dayssaveRefWorksSFX Info
Bayesian estimation of the stochastic volatility model with double exponential jumpsReview of derivatives research291 dayssaveRefWorksSFX Info
A model-free approach to multivariate option pricingReview of derivatives research357 dayssaveRefWorksSFX Info
Computing valuation adjustments for counterparty credit risk using a modified supervisory approachReview of derivatives research412 dayssaveRefWorksSFX Info
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