On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonexistence of non-constant volatility in the Black-Scholes formula |
scientific article |
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On nonexistence of non-constant volatility in the Black-Scholes formula (English)
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22 February 2008
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Black-Scholes formula
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stochastic volatility
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stochastic implied volatility
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local volatility models
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