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Option implied ambiguity and its information content: Evidence from the subprime crisis.
Tarik Driouchi
Lenos Trigeorgis
Raymond H. Y. So
Published in:
Ann. Oper. Res. (2018)
Keyphrases
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information content
mutual information
empirical evidence
semantic similarity
normal form
feature values
option pricing
salient points
similarity measure
early warning
nested relations
database
artificial intelligence
management system
visual information