A GENERALIZED DERIVATION OF THE BLACK-SCHOLES IMPLIED VOLATILITY THROUGH HYPERBOLIC TANGENTS.
Autor: | Mininni, Michele1, Orlando, Giuseppe1, Taglialatela, Giovanni |
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Zdroj: | Argumenta Oeconomica. 2022, Vol. 49 Issue 2, p23-57. 35p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |