Arbitrage-Free Prediction of the Implied Volatility Smile
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چکیده
منابع مشابه
Implied Trinomial Trees of the Volatility Smile
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2469770