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~isPartOf:"Asia-Pacific Financial Markets"
~subject:"Implied volatility"
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The Instantaneous Volatility and the Implied Volatility Surface for a Generalized Black–Scholes Model
Takaoka, Koichiro
;
Futami, Hidenori
- In:
Asia-Pacific Financial Markets
17
(
2010
)
4
,
pp. 391-436
Persistent link: https://www.econbiz.de/10008776785
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