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Filtering by: Keyword implied volatility error Remove constraint Keyword: implied volatility error

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Year

20131

School

Emory College1

Department

Mathematics1

Degree

BBA1

Submission Type

Honors Thesis1

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Mathematics1

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Nagy, James, Emory University1
Valerio III, Nicholas, Emory University1
Veneziani, Alessandro, Emory University1

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Black-Scholes model1
Levy model1
finite difference methods1
implied volatility error[remove]1
option pricing1
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