Equivalent Black volatilities (Q4541572)
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scientific article; zbMATH DE number 1771968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent Black volatilities |
scientific article; zbMATH DE number 1771968 |
Statements
Equivalent Black volatilities (English)
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4 September 2002
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European calls and puts
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Black's formula
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volatility
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