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Faster Implied Volatilities via the Implicit Function Theorem

✍ Scribed by Michael A. Kelly

Book ID: 109178226
Publisher: John Wiley and Sons
Year: 2006
Tongue: English
Weight: 208 KB
Volume: 41
Category: Article
ISSN: 0732-8516
DOI: 10.1111/j.1540-6288.2006.00158.x

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