A Gaussian semi-parametric implied volatility model (Q6551973)
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scientific article; zbMATH DE number 7861669
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| English | A Gaussian semi-parametric implied volatility model |
scientific article; zbMATH DE number 7861669 |
Statements
A Gaussian semi-parametric implied volatility model (English)
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7 June 2024
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0.8056015372276306
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0.791750431060791
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0.789063572883606
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