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Browsing Grau en Economia. Treballs de fi de grau by Subject "Volatility smile"

Browsing Grau en Economia. Treballs de fi de grau by Subject "Volatility smile"

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  • Burgaya Ventura, Ferran (2021)
    The Black Scholes formula is one of the most used to determine what is the fair value of options. However, there are some assumptions such as that volatility is constant that are not met in the real market. Stochastic ...

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