The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility |
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The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (English)
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19 June 2012
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