What assumptions of the Black model make the interpretation of implied volatility problematic?
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What assumptions of the Black model make the interpretation of implied volatility problematic?
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The BlackScholes model while foundational for option pricing makes some simplifying assumptions that ...View the full answer
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Related Book For
Introduction To Fixed Income Analytics
ISBN: 9780470572139
2nd Edition
Authors: Steven V. Mann, Frank J. Fabozzi
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