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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Modeling financial security returns using Lévy processes
Wu, Liuren
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Financial engineering
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(pp. 117-162)
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2008
Persistent link: https://www.econbiz.de/10003567103
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Probabilistic interpretation of Black implied volatility
Carr, Peter
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Wu, Liuren
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Zhang, Yuzhao
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Options - 45 years since the publication of the …
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(pp. 29-46)
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2023
Persistent link: https://www.econbiz.de/10014366585
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