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~person:"Byun, Suk Joon"
~person:"Kim, Sol"
~subject:"Implied Volatility"
~subject:"volatility smile"
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Implied Volatility
volatility smile
Black-Scholes model
2
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Byun, Suk Joon
Kim, Sol
Mizrach, Bruce
6
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5
Janssen, Alexandra
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Perrakis, Stylianos
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Aboura, Sofiane
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Benzoni, Luca
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Journal of risk
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Ad hoc black and scholes procedures with the time-to-maturity
Byun, Suk Joon
;
Kim, Sol
;
Rhee, Dong Woo
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011809745
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2
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
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