Calibration of the purely T-dependent Black–Scholes implied volatility

Author: Trong Dang Duc   Thanh Dinh Ngoc   Lan Nguyen Nhu   Hoang Uyen Pham  

Publisher: Taylor & Francis Ltd

ISSN: 0003-6811

Source: Applicable Analysis, Vol.93, Iss.4, 2014-04, pp. : 859-874

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