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Pricing event risk: Evidence from concave implied volatility curves , author= · 2025

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From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options

q-fin.CP · 2026-05-21

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From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options q-fin.CP · 2026-05-21 · unreviewed · ref 20