Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion (Q3652695)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion |
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Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion (English)
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16 December 2009
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normal implied volatility
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basis point volatility
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arithmetic Brownian motion
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rational approximation
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closed form approximation
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