The Black–Scholes model as a determinant of the implied volatility smile: A simulation study
| Year of publication: |
2009
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|---|---|
| Authors: | Vagnani, Gianluca |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 8643210. - Vol. 72.2009, 1, p. 103-118
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