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Subject
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Implied volatility 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Volatility 1 Volatilität 1 financial interpretation 1 implied variance 1 implied volatility smile 1 probabilistic interpretation 1
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Undetermined 1
Type of publication
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Article 1
Type of publication (narrower categories)
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Aufsatz im Buch 1 Book section 1
Language
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English 1
Author
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Carr, Peter 1 Wu, Liuren 1 Zhang, Yuzhao 1
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference 1
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ECONIS (ZBW) 1
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Probabilistic interpretation of Black implied volatility
Carr, Peter; Wu, Liuren; Zhang, Yuzhao - In: Options - 45 years since the publication of the …, (pp. 29-46). 2023
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