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

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Bibliografski detalji
Glavni autor:	Kanojiya, Shreyash
Format:	Knjiga
Jezik:	engleski
Izdano:	Mumbai Nmims 2024
Teme:	Volatility Analysis for Option Pricing
Oznake:	Dodaj oznaku Bez oznaka, Budi prvi tko označuje ovaj zapis!

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