Probabilistic interpretation of Black implied volatility
Year of publication: |
2023
|
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Authors: | Carr, Peter ; Wu, Liuren ; Zhang, Yuzhao |
Published in: |
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference. - New Jersey : World Scientific, ISBN 978-981-12-5586-1. - 2023, p. 29-46
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Subject: | Implied volatility | implied variance | implied volatility smile | probabilistic interpretation | financial interpretation | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory | Schwarze Menschen | Black people | Optionspreistheorie | Option pricing theory |
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