Probabilistic interpretation of black implied volatility (Q6599178)
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scientific article; zbMATH DE number 7907631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic interpretation of black implied volatility |
scientific article; zbMATH DE number 7907631 |
Statements
Probabilistic interpretation of black implied volatility (English)
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6 September 2024
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implied volatility
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implied variance
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implied volatility smile
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probabilistic interpretation
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financial interpretation
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