On the implicit Black–Scholes formula (Q5451162): Difference between revisions

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+Statistical inference for time-inhomogeneous volatility models.
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+On nonexistence of non-constant volatility in the Black-Scholes formula
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+The cumulant process and Esscher's change of measure
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+Q5313290
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+Q4226355
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+A market model for stochastic implied volatility
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+Q4220653
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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