Random volatility and option prices with the generalized Student-\(t\) distribution (Q3409044)
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scientific article; zbMATH DE number 5071086
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| English | Random volatility and option prices with the generalized Student-\(t\) distribution |
scientific article; zbMATH DE number 5071086 |
Statements
7 November 2006
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implied volatility
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Bayesian statistics
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Black-Scholes
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smile effect
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0.7536099553108215
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0.7521167397499084
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0.7488552927970886
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0.7451423406600952
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