The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122): Difference between revisions
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Revision as of 13:38, 25 June 2024
scientific article
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English | 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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