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subject:"Option trading"
~accessRights:"free"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~subject:"Hedging"
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Option pricing theory
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The log-moment formula for implied volatility
Raval, Vimal
;
Jacquier, Antoine
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1146-1165
Persistent link: https://www.econbiz.de/10014370644
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