Option Data and Modeling BSM Implied Volatility
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Publication:3112456
DOI10.1007/978-3-642-17254-0_6zbMath1229.91305OpenAlexW2160253167MaRDI QIDQ3112456
Publication date: 10 January 2012
Published in: Handbook of Computational Finance (Search for Journal in Brave)
Full work available at URL: http://ux-tauri.unisg.ch/RePEc/usg/dp2010/DP-1032-Fe.pdf
Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)
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