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Option data and modeling BSM implied volatility

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abstract http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1922441
   
type book chapter (English)
   
keywords
   
book title Handbook of Computational Finance, forthcoming
date of appearance 2012
publisher .
page(s) 117-142
citation Fengler, M. (2012). Option data and modeling BSM implied volatility. In Handbook of Computational Finance, forthcoming (pp. 117-142): ..