On the Apparent Systematic Bias of Implied Volatility in the Black and Scholes Model

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Publisher
Elsevier
Issue Date
1994-06
Language
English
Citation

ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, v.2, pp.133 - 158

URI
http://hdl.handle.net/10203/56848
Appears in Collection
RIMS Journal Papers
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