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Chi-Feng Tzeng

Co-Author

Research coAuthored with College of Business Faculty

Journal Articles

"Bankruptcy probabilities inferred from option prices." M. Widdicks, S. Taylor, C. Tzeng, Journal of Derivatives, (22) Winter: 2 8-31 2014

Working Papers

"Information About Price and Volatility Jumps Inferred from Option Prices." M. Widdicks, S. Taylor, C. Tzeng, [Working Paper] 2013

 

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