Oil futures volatility smiles in 2020: why the Bachelier smile is flatter (Q2165396)
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Language | Label | Description | Also known as |
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English | Oil futures volatility smiles in 2020: why the Bachelier smile is flatter |
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Oil futures volatility smiles in 2020: why the Bachelier smile is flatter (English)
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19 August 2022
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oil market volatility ``smile''
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Bachelier vs. Black option models
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