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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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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs
implied
volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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