On the implicit Black–Scholes formula (Q5451162)
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scientific article; zbMATH DE number 5250488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the implicit Black–Scholes formula |
scientific article; zbMATH DE number 5250488 |
Statements
On the implicit Black–Scholes formula (English)
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18 March 2008
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Black-Scholes
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semimartingale
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implied volatility
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