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

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Opis bibliograficzny
1. autor:	Kanojiya, Shreyash
Format:	Książka
Język:	angielski
Wydane:	Mumbai Nmims 2024
Hasła przedmiotowe:	Volatility Analysis for Option Pricing
Etykiety:	Dodaj etykietę Nie ma etykietki, Dołącz pierwszą etykiete!

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