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~isPartOf:"Advances in futures and options research : a research annual"
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Advances in futures and options research : a research annual
European journal of operational research : EJOR
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European Journal of Operational Research
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Operations research : the journal of the Operations Research Society of America
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Computing the black-scholes implied volatility : generalization of a simple formula
Bharadia, M. A. J.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 15-29
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