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The risk neutral dynamics of market implied volatility and its application.
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posted on 2014-03-18, 00:00
authored by
Peng. He
The risk neutral dynamics of market implied volatility and its application.
History
Degree Grantor
University of Illinois at Chicago.
Degree Level
Doctoral
Language
en
Issue date
2007-01-01
File(s) available to UIC only. Log in with UIC Net ID to access:
https://uic.figshare.com/account/projects/71123/articles/10922843
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Keywords
Mathematics.
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