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

thesis
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

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    Keywords

    Mathematics.

    Licence

    In Copyright

    Exports