The Log Moment formula for implied volatility
Year of publication: |
[2021]
|
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Authors: | Jacquier, Antoine (Jack) ; Raval, Vimal |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 20, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3770030 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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