Option Mispricing & Alpha Portfolios
A study shows significant mispricing in the options market related to risk-neutral moments and liquidity.
Featured in No. 4 on 14 Jun 2023 ·
- Released
- 13 Jul 2022
- First featured
- No. 4 · 14 Jun 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4472551
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