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

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Библиографические подробности
Главный автор:	Kanojiya, Shreyash
Формат:	‌
Язык:	английский
Опубликовано:	Mumbai Nmims 2024
Предметы:	Volatility Analysis for Option Pricing
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

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