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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, 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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