AN EXPLICIT IMPLIED VOLATILITY FORMULA (Q4595301)
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scientific article; zbMATH DE number 6813770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN EXPLICIT IMPLIED VOLATILITY FORMULA |
scientific article; zbMATH DE number 6813770 |
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AN EXPLICIT IMPLIED VOLATILITY FORMULA (English)
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29 November 2017
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implied volatility
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Black-Scholes model
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approximation formula
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uniform bounds
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