Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Applied Mathematics
سال: 2012
ISSN: 2152-7385,2152-7393
DOI: 10.4236/am.2012.36093