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  • A Risk Neutral Stochastic Implied Volatility Model and Applications: The Dynamic

    • Item No : 136013693889
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : the_nile
    • Current Bid : US $45.35
    • * Item Description

    • The dynamics of smile surface lead practitioner andresearcher to introduce the randomness in the impliedvolatility, which is are specific in option markets. Three characteristics of implied volatility are presented.
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