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The risk neutral dynamics of market implied volatility and its application.

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posted on 18.03.2014, 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

01/01/2007

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Categories

Keywords

Mathematics.

Licence

In Copyright

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