Black-Scholes-Merton Model and Implied Volatility Analysis for Option Pricing

Furkejuvvon:

Bibliográfalaš dieđut
Váldodahkki:	Kanojiya, Shreyash
Materiálatiipa:	Girji
Giella:	eaŋgalasgiella
Almmustuhtton:	Mumbai Nmims 2024
Fáttát:	Volatility Analysis for Option Pricing
Fáddágilkorat:	Lasit fáddágilkoriid Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!

MARC


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