The analysis of implied volatilities
Year of publication: |
2002
|
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Authors: | Fengler, Matthias R. ; Härdle, Wolfgang ; Schmidt, Peter |
Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 127-144
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
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