Uniform Bounds for Black--Scholes Implied Volatility (Q2953944)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform Bounds for Black--Scholes Implied Volatility |
scientific article |
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Uniform Bounds for Black--Scholes Implied Volatility (English)
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11 January 2017
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implied volatility
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put-call symmetry
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asymptotic formulas
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