𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Black–Scholes model as a determinant of the implied volatility smile: A simulation study

✍ Scribed by Gianluca Vagnani

Book ID
116635640
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
572 KB
Volume
72
Category
Article
ISSN
0167-2681

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Independent component analysis as a mode
Independent component analysis as a model-free approach for the detection of BOLD changes related to epileptic spikes: A simulation study
✍ Pierre LeVan; Jean Gotman 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 463 KB

## Abstract EEG‐fMRI in epileptic patients is commonly analyzed using the general linear model (GLM), which assumes a known hemodynamic response function (HRF) to epileptic spikes in the EEG. In contrast, independent component analysis (ICA) can extract Blood‐Oxygenation Level Dependent (BOLD) resp