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Wajih Abbasi,Petr Hájek,Diana Ismailova,Saira Yessimzhanova,Zouhaier Ben Khelifa,Kholnazar Amonov
Pág. 1918 - 1929
This research focuses on the empirical comparative analysis of three models of option pricing: a) the implied volatility daily calibrated Black-Scholes model, b) the Cox and Ross univariate model with the volatility which is a deterministic and inverse f...
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