The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122): Difference between revisions

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Latest revision as of 06:10, 10 December 2024

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The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets
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    The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (English)
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    14 February 2007
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    implied volatility
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    energy markets
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    Black-Scholes
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